BUG: Merge on multiple indices fails with incorrect error message
I have a 2 DataFrame objects that I am trying to merge on a hierarchical index in one (top below) object with two columns in another (bottom below):

![frames](http://d.pr/i/1kWvE+)

However, merging these via the following:

```
ecmo_by_year = pd.merge(pd.DataFrame(ecmo_count, columns=['ECMO']), runs_sex, 
                    left_index=True, right_on=('YearEcls', 'Sex'))
```

Yields an incorrect ValueError:

```
ValueError: len(right_on) must equal the number of levels in the index of "left"
```

There are two levels in the hierarchical index, and two columns specified to join on the other, so this appears not to be a problem.

Running Pandas 0.16.1 on Python 3.4 (Homebrew) on OS X 10.10.

This code ran just fine on previous versions of Pandas (0.15), so it looks like a bug was introduced.
