DataFrameGroupBy.boxplot() should not relay to DataFrame.boxplot()
matplotlib `boxplot()` does not create a new figure by default (as `hist()` does).
Since `DataFrameGroupby.boxplot()` relays boxplot to `DataFrame.boxplot()`, one ends up with one messy plot.
See [screenshot](https://lh6.googleusercontent.com/-Ax6O9Be-VLQ/T-MYeSyB7VI/AAAAAAAAANs/fGzupMhexw8/s583/issue1507_screenshot1.png)
Either  `DataFrameGroupby.boxplot()` should not relay to `DataFrame.boxplot()` and handle this or other option is to change behavior of `DataFrame.boxplot()` and open a new figure before calling matplotlib boxplot.

``` python
In [300]: tuples = [t for t in itertools.product(list('abcdefghijkl'), range(4))]

In [301]: index = pandas.MultiIndex.from_tuples(tuples, names=['lvl0', 'lvl1'])

In [302]: df = pandas.DataFrame(np.random.randn(len(index),5), columns=list('ABCDE'), index=index)

In [303]: grouped = df.groupby(level=1)

In [304]: grouped.boxplot()
Out[304]:
lvl1
0       {'medians': [<matplotlib.lines.Line2D object at 0
1       {'medians': [<matplotlib.lines.Line2D object at 0
2       {'medians': [<matplotlib.lines.Line2D object at 0
3       {'medians': [<matplotlib.lines.Line2D object at 0
```
