renaming errors for unnamed columns or index
I'm playing around with the foo.csv data file from one of Wes's demos, which has an unnamed date time columns.  Even though I get no error message, this code doesn't seem to replace the index in the data frame.  Also, if I subsequently attempt a df.plot() it crashes.

df = pd.read_csv('foo.csv',parse_dates=[0]) #parse the first column as datetime
df = df.rename(columns={'Unnamed: 0':'date'}) # rename the column

df.set_index('date', drop=False)  #set the renamed column as the index
df

Out[205]:
                  date     AA    AAPL     GE
0  2011-10-03 00:00:00   8.90  374.60  14.69
1  2011-10-04 00:00:00   9.12  372.50  14.86
2  2011-10-05 00:00:00   9.37  378.25  15.27
3  2011-10-06 00:00:00   9.88  377.37  15.53
4  2011-10-07 00:00:00   9.71  369.80  15.50
5  2011-10-10 00:00:00  10.09  388.81  16.14
6  2011-10-11 00:00:00  10.30  400.29  16.14
7  2011-10-12 00:00:00  10.05  402.19  16.40
8  2011-10-13 00:00:00  10.10  408.43  16.22
9  2011-10-14 00:00:00  10.26  422.00  16.60

df.plot()

Out[204]:
## <matplotlib.axes.AxesSubplot at 0x61fc430>

RuntimeError                              Traceback (most recent call last)
G:\Python2732\lib\site-packages\IPython\zmq\pylab\backend_inline.pyc in show(close)
    100     try:
    101         for figure_manager in Gcf.get_all_fig_managers():
--> 102             send_figure(figure_manager.canvas.figure)

This is all in the ipython notebook, using **version** 0.9.1 pandas
