Thanks for the advice. It does improve things a little bit, but it didn't solve the problem.
The only way I could find to solve this problem is by going home, using my Excel 2002, US English settings, (vs. Excel 2003, Italian settings, at work), and simply open the file. The chart opened up "full screen" (no grey frame). Then I saved it, sent it back to work, and here's what it looks like (just as fine) - see attached picture.
Mind you, I went and checked the Margins, and the margins are 2 everywhere, even on the chart with no frame (I point out to you that the zoom choice is grayed out), even though as you advised it does specify on "chart" to use the full page.