They are indeed midges. I know this is a mayfly thread, but it reminded me of this story:
http://www.cbsnews.com/stories/2007/10/06/sports/main3339048.shtml?source=RSSattr=HOME_3339048
I always got a kick out of the fact that even insects hate the Yankees....
Go Yankee-hating midges!
Sometimes they get in huge swarms over one spot (sometimes trees as someone mentioned) and their buzzing wings all together are really loud. Probably getting ready to go to a ball game.