Support non-default indexes in to_parquet
Calling `to_parquet` on a DataFrame with a non-default index results in the error below:
```python-traceback
ValueError: parquet does not support serializing a non-default index for the index; you can .reset_index() to make the index into column(s)
```
While, you can work-around this by calling `reset_index()`  as the message says, this loses the information about what columns made up the index so means you can't round-trip a DataFrame with a non-default index.


#### Output of ``pd.show_versions()``

<details>

```
INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 142 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None

pandas: 0.21.0
pytest: 3.2.5
pip: 9.0.1
setuptools: 37.0.0
Cython: 0.27.3
numpy: 1.13.3
scipy: 1.0.0
pyarrow: 0.7.1
xarray: None
IPython: 6.2.1
sphinx: 1.6.5
patsy: 0.4.1
dateutil: 2.6.1
pytz: 2017.3
blosc: 1.4.4
```
</details>
