setting with enlargement fails for large DataFrames
Setting with enlargement seems to fail for DataFrames longer than `10**6 - 1`
`10**6` seems to be the exact treshold for me. That and anything bigger fails. Anything smaller works.

Example:

```
import pandas as pd

#works 
X = pd.DataFrame(dict(x=range(10**6-1)))
X.loc[len(X)] = 42

#doesn't work
Y = pd.DataFrame(dict(y=range(10**6)))
Y.loc[len(Y)] = 42   

>>> IndexError: index out of bounds
```

pd.show_versions() returns:

```
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.9.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 42 Stepping 7, GenuineIntel
byteorder: little
LC_ALL: None
LANG: fi_FI

pandas: 0.16.2
nose: 1.3.6
Cython: 0.22
numpy: 1.9.2
scipy: 0.15.1
statsmodels: 0.6.1
IPython: 3.0.0
sphinx: 1.2.3
patsy: 0.3.0
dateutil: 2.4.2
pytz: 2015.4
bottleneck: None
tables: 3.1.1
numexpr: 2.3.1
matplotlib: 1.4.3
openpyxl: 1.8.5
xlrd: 0.9.3
xlwt: 0.7.5
xlsxwriter: 0.6.7
lxml: 3.4.2
bs4: 4.3.2
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 0.9.9
pymysql: None
psycopg2: None
```
