index.levels not being updated by groupby
Summary:

Input:

``` python
df.D.ix['c1','d1']
t1    0
t2    0
t3    1
t4    1
t5    1
Name: D
```

Operation:

``` python
grouped = df.groupby('D')
for i,j in grouped:
    print 'D:',i
    print 'Actual index[2]:',j.index[0][2]
    print 'First element of levels[2]:',j.index.levels[2][0]
```

Output:

``` python
D: 0.0
Actual index[2]: t1
First element of levels[2]: t1
D: 1.0
Actual index[2]: t3
First element of levels[2]: t1
```

Details:

http://nbviewer.ipython.org/4482106/
