Lake Malawi is the third largest lake on earth, and one of the deepest. In it's depth midge larvae hide out, away from predators, until the rains break.
Then they emerge in swarms as adult midges and form clouds of busily mating insects.
This article has some crappy pics of the swarms. The footage from the freshwater episode of Planet Earth is much more spectacular. These swarms look like great dust clouds, twisting and spiralling into the air.
The massive swarms only last a day or two. Once the midges have mated and laid eggs, they all die.