HDFStore: AttributeError: __exit__ in with statement
I have this method in a class:

```
def save(self, filename, key='/'):
    """Saves to an HDF5 store."""
    with pd.HDFStore(filename) as store:
        for g in self.GENDERS:
            df = getattr(self, g)
            store.put(key+g, df,
                      data_columns=df.columns,
                      format='table',
                      encoding='utf-8',
                      dropna=False)
```

and in my Unittest:

```
def test_save_to_hdf(self):
    td = TrackData()
    with tempfile.NamedTemporaryFile(suffix='.h5') as temp:
        td.save(temp.name)
```

When I run nosetests I get this:

```
ERROR: test_save_to_hdf (courtana.tracker.tests.test_trackdata.TestTrackData)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/home/hugo/projects/courtana/courtana/tracker/tests/test_trackdata.py", line 34, in test_save_to_hdf
    td.save(temp.name)
  File "/home/hugo/projects/courtana/courtana/tracker/trackdata.py", line 54, in save
    with pd.HDFStore(filename) as store:
AttributeError: __exit__
```

Why did this suddenly stop working?
