Single column groupby does not set name
```
In [2]: paste
df = DataFrame({'A' : ['foo', 'bar', 'foo', 'bar',
                                    'foo', 'bar', 'foo', 'foo'],
                             'B' : ['one', 'one', 'two', 'three',
                                    'two', 'two', 'one', 'three'],
                             'C' : np.random.randn(8),
                             'D' : np.random.randn(8)})
## -- End pasted text --

In [3]: df
Out[3]: 
   A    B      C        D     
0  foo  one   -2.096    0.4961
1  bar  one   -0.8738  -1.074 
2  foo  two   -0.01376 -0.956 
3  bar  three  0.996    0.368 
4  foo  two   -1.396   -0.3736
5  bar  two    0.7779   0.4091
6  foo  one   -0.1221   1.26  
7  foo  three -0.9718  -0.4734

In [4]: df.groupby('A').mean()
Out[4]: 
     C       D      
bar  0.3001 -0.09914
foo -0.9199 -0.00939

In [5]: df.groupby(['A', 'B']).mean()
Out[5]: 
           C       D     
A   B                    
bar one   -0.8738 -1.074 
    three  0.996   0.368 
    two    0.7779  0.4091
foo one   -1.109   0.878 
    three -0.9718 -0.4734
    two   -0.7048 -0.6648
```
