The whole screen?  Please don't do this.  I changed it to:

//    Dimension screenSize =
//Toolkit.getDefaultToolkit().getScreenSize();
    Dimension screenSize = new Dimension( 300, 300 );

The String here is broken, doesn't compile. I fixed it, but please watch
this when you are posting code.

Mine grows up to 60MB up from 55MB, then goes back down to 54MB and
starts growing again.  This is normal for the JVM garbage collection.
Are you sure you have a leak?

Also:
            public void actionPerformed(ActionEvent e) {
                Calendar now = Calendar.getInstance();
                day = now.get(Calendar.DAY_OF_MONTH);
                mese = now.get(Calendar.MONTH) + 1;
                anno = now.get(Calendar.YEAR);
                h = now.get(Calendar.HOUR_OF_DAY);
                m = now.get(Calendar.MINUTE);
                s = now.get(Calendar.SECOND);
                timeField.setText("Data: " + day + "-" + mese
                        + "-" + anno
                        + "Ore: " + h + ":" + m + ":" + s);
            }

This strikes me as a really good way to have a serious problem.  You're
updating a JComponent ("timeField") on a thread that is not the AWT
event thread.  I think you should dump this whole method into an
invokeLater() method.

You could have easily made this one class. Just move the main method
to intefaccia2.  The fewer the classes the easier SSCCEs are to deal
with.

There is a stylistic problem with your code. Your constructor is full
of code nothing to do with constructing the Frame  object.  Even if
you called such code from the constructor, application logic sort of
code belongs in its own method.

The following code is traditionally never put in a constructor.
f.pack();
f.setVisible (true);
f.repaint(); /* not necessary */
You are supposed to do it in the code that calls new.
I am not sure if this is just considered good style, or if something
terrible happens if you do it your way.  Consistent style is
sufficient reason for me to avoid doing what you did.

I consider it dangerous to set up a timer inside an partially
constructed frame.  You want to wait until the frame is realised. This
timer-starting code then belongs in addNotify.

See http://mindprod.com/jgloss/addnotify.html

Calendar now = Calendar.getInstance();
                                                       day =
now.get(Calendar.DAY_OF_MONTH);
                                                       mese =
now.get(Calendar.MONTH)+1;
                                                       anno =
now.get(Calendar.YEAR);
                                                       h =
now.get(Calendar.HOUR_OF_DAY);
                                                       m =
now.get(Calendar.MINUTE);
                                                       s =
now.get(Calendar.SECOND);
timeField.setText("Data: "+ day + "-"  + mese + "-" + anno + "Ore: "
+ h + ":" + m + ":" + s);

This chunk of code is more slickly handled with a SimpleDateFormat.
See http://mindprod.com/jgloss/calendar.html#PRECISE
or with locale-dependence with DateFormat df =
DateFormat.getDateInstance();

G'day!

I ran 'your'* code for 8 hours on Win XP Pro using
Java 1.6.0_02**.  Besides that, I also ran jconsole
(part of the 1.6 SDK, not sure of earlier versions).

Here is screenshots of the results.
<http://www.physci.org/test/gc/>

* You code was horrible.  Besides the wrapped long line
that broke compilation, and the fact the main could be
included within the one public class, there were a number
of other things about the code I simply 'could not abide'.
I changed those aspects of the code, but I believe the version
I used was substantively the same as yours, and will
*demonstrate the same behaviour on your testing PC.*

The code I used is linked from the page.  

*Please run it and confirm the same behaviour you
reported as a 'memory leak'.*

OTOH, given you obviously put a lot of effort into that
example, and barring the single broken line, it was an
SSCCE (or a close facsimile thereof***), so I thought it
deserved a little more attenetion.

** Yes yes, I know.. _03 is the only safe version,
I am evil for using _02 blah-de-blah..

*** Given it failed to satisfy the 'E' in that it was
not an example of a memory leak.

<bottom-line>
I agree with pretty much every comment made by
each person who has replied to this thread.  I think
you are failing to understand the nature of Java GC
(and just how 'lazy' it can be).

There is no 'memory leak' in the code shown.

I am just hoping these screenshots can convince you
that your fears are unfounded.  

OTOH, if your app. actually hits OutOfMemoryErrors,
we need to look more closely at what it is doing, and
(if my addled memory serves me well) what is happening
with any Image's and ImageIcon's..
</bottom-line>

<sscce>
import java.awt.Font;

import java.awt.event.ActionListener;
import java.awt.event.ActionEvent;

import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.Timer;
import javax.swing.SwingUtilities;

import java.util.Calendar;

public class Interfaccia2 extends JFrame
{
 /** Used to update the timeField label. */
 Timer timer;
 /** Original Timer was set for a 1000 ms delay.
 The delay used here, in ms, is.. */
 int delay = 10;

 public Interfaccia2()
 {
   super("TK Data");
   setDefaultCloseOperation (JFrame.EXIT_ON_CLOSE);

   final JLabel timeField = new JLabel("");
   timeField.setFont(
     new Font("Verdana",Font.PLAIN,14));
   timer = new Timer(
     delay,
     new ActionListener()
     {
       public void actionPerformed(ActionEvent e)
       {
         Calendar now = Calendar.getInstance();
         int day = now.get(Calendar.DAY_OF_MONTH);
         int mese = now.get(Calendar.MONTH)+1;
         int anno = now.get(Calendar.YEAR);
         int h = now.get(Calendar.HOUR_OF_DAY);
         int m = now.get(Calendar.MINUTE);
         int s = now.get(Calendar.SECOND);
         timeField.setText(
           "Data: " + day +
           "-" + mese +
           "-" + anno +
           "  Ore: " + h +
           ":" + m +
           ":" + s);
       }
     });

   JPanel panelPrincipale = new JPanel();
   panelPrincipale.add (timeField);

   getContentPane().add (panelPrincipale);
   pack();
   setSize(500,100);
 }

 /** Start the timer */
 public void start()
 {
   timer.start();
 }

 public static void main(String[] args)
 {
   Runnable r = new Runnable()
   {
     public void run()
     {
       Interfaccia2 app = new Interfaccia2();
       app.setVisible (true);
       app.start();
     }
   };
   SwingUtilities.invokeLater(r);
 }
}
</sscce>