They're one of the world's largest Content Delivery Networks. Major corporations, major web properties and web services use them to distribute and speed up downloads, provide streaming or globally mirror web content. For example, Microsoft, Apple, Facebook, Twitter, Adobe, Netflix, WhiteHouse.gov, and github all use them.
It's most likely a program or something downloading and installing an update. E.g. Windows or Microsoft Update. Could you have been streaming or downloading videos or something else when you got this alert? Was iTunes running in the background downloading music or podcasts? It's normal for these types of things to connect to and download from Akamai's servers.
So the real question you need to be asking and find an answer to, is what process was trying to connect to Akamai?
It could potentially be malware though it's not likely as Akamai typically only deals with very large, deep pocket, corporations and government like I mentioned.
Last edited by usrbingeek; 06/25/2012 3:23 PM. Reason: readability