Here is an example Java program to calculate the difference between two sets using the built-in Set data structure and the removeAll() method:

import java.util.HashSet;
import java.util.Set;

public class SetDifferenceExample {
    public static void main(String[] args) {
        // Create two sets of integers
        Set<Integer> set1 = new HashSet<Integer>();
        Set<Integer> set2 = new HashSet<Integer>();

        // Add elements to the sets
        set1.add(1);
        set1.add(2);
        set1.add(3);

        set2.add(2);
        set2.add(3);
        set2.add(4);

        // Calculate the difference between the sets
        Set<Integer> difference = new HashSet<Integer>(set1);
        difference.removeAll(set2);

        // Print the difference
        System.out.println("Set1: " + set1);
        System.out.println("Set2: " + set2);
        System.out.println("Difference: " + difference);
    }
}

This program creates two sets of integers, adds elements to them, and then calculates the difference between them using the removeAll() method. The result is a new set that contains only the elements that are in set1 but not in set2.

The output of the program will be:

Set1: [1, 2, 3]
Set2: [2, 3, 4]
Difference: [1]