Fix unhelpful error message in parsers ("tried columns 1-X as index")
Users are confused by this:

```
        if not index._verify_integrity():
            dups = index.get_duplicates()
            err_msg = 'Tried columns 1-X as index but found duplicates %s'
            raise Exception(err_msg % str(dups))
```

this was added as I recall to give a somewhat better error message when INFERENCE (fewer column labels than columns of data) but this error message is also getting raised when there are duplicates in an explicitly specified `index_col`

see: http://stackoverflow.com/questions/9556892/pandas-dataframe-desired-index-has-duplicate-values
