Rename in MultiIndex flattens index
When trying to rename something in a MultiIndex it doesn't work and flattens the index:

```
df = pd.DataFrame({'Data1': {0: 'present', 1: 'absent'}, 'Data2': {0: 'absent', 1: 'present'}, 'Location': {0: 'loc1', 1: 'loc2'}, 'Name': {0: 'Foo', 1: 'Foo2'}, 'Position': {0: 12345, 1: 67890}}).set_index(['Name', 'Location', 'Position'])

In [2]: df
Out[2]: 
                          Data1    Data2
Name Location Position                  
Foo  loc1     12345     present   absent
Foo2 loc2     67890      absent  present

In [3]: df.rename({'Foo2': 'Bar'})
Out[3]: 
                       Data1    Data2
(Foo, loc1, 12345)   present   absent
(Foo2, loc2, 67890)   absent  present

In [4]: df.rename_axis({'Foo2': 'Bar'}, axis=1)
Out[4]: 
                       Data1    Data2
(Foo, loc1, 12345)   present   absent
(Foo2, loc2, 67890)   absent  present
```

_Taken from [this SO question](http://stackoverflow.com/questions/15610819/renaming-one-item-of-a-level-in-pandas-multiindex)._
