BUG: Indexes still include values that have been deleted
Using pandas 0.10. If we create a Dataframe with a multi-index, then delete all the rows with value X, we'd expect the index to no longer show value X. But it does.
   Note the apparent inconsistency between "index" and "index.levels" -- one shows the values have been deleted but the other doesn't.

``` python
import pandas

x = pandas.DataFrame([['deleteMe',1, 9],['keepMe',2, 9],['keepMeToo',3, 9]], columns=['first','second', 'third'])
x = x.set_index(['first','second'], drop=False)

x = x[x['first'] != 'deleteMe'] #Chop off all the 'deleteMe' rows

print x.index #Good: Index no longer has any rows with 'deleteMe'. But....

print x.index.levels #Bad: index still shows the "deleteMe" values are there. But why? We deleted them.

x.groupby(level='first').sum() #Bad: it's creating a dummy row for the rows we deleted!
```

We don't want the deleted values to show up in that groupby. Can we eliminate them?
