DataFrame.copy(True) does not copy index properly
It seemed that after DataFrame.copy(deep=True) does not copy the data of index but keeps the reference to it.

version: pandas-0.12.0

For example:

```
df1 = pd.DataFrame({'data':0}, index=pd.date_range('2001-01-01','2001-01-05'))
df1 = df1.tz_localize('UTC')
print 'DF1 initial'
print df1

df2 = df1.copy()
df2.index.tz = 'US/Eastern'
print 'DF2'
print df2

print 'DF1 was also updated'
print df1
```

results in:

```
DF1 initial
                           data
2001-01-01 00:00:00+00:00     0
2001-01-02 00:00:00+00:00     0
2001-01-03 00:00:00+00:00     0
2001-01-04 00:00:00+00:00     0
2001-01-05 00:00:00+00:00     0

DF2
                           data
2000-12-31 19:00:00-05:00     0
2001-01-01 19:00:00-05:00     0
2001-01-02 19:00:00-05:00     0
2001-01-03 19:00:00-05:00     0
2001-01-04 19:00:00-05:00     0

DF1 was also updated
                           data
2000-12-31 19:00:00-05:00     0
2001-01-01 19:00:00-05:00     0
2001-01-02 19:00:00-05:00     0
2001-01-03 19:00:00-05:00     0
2001-01-04 19:00:00-05:00     0
```

This particular example, indeed, has a simple workaround in the way how timezone should be converted:

```
df2 = df2.tz_convert('US/Eastern')
```
