I've been building a 3D interface using Juce's OpenGL classes and have noticed the memory usage continuously climbs about 1mb a minute. (using task manager in Windows 7)
I checked out the Juce demo (latest tip) and it also does this. (debug especially, retail as well but seemingly slower)
I'll keep having a look in case I can track it down but I thought I'd let you know because you'd no doubt have a better idea where to look.
*edit: To clarify, it's only when the GL demo is showing.