BUG: HDFStore doesn't support a Panel with MultiIndex when format='table'
Looks like I can `append()` to an `HDFStore` object a `DataFrame` with a `MultiIndex`, but not a `Panel` with a `MultiIndex`. Similarly `put`ing the `Panel` with `format='fixed'` works, but with `format='table'` doesn't. So the problem appears to be with the table format.

```
Python 3.4.1 (v3.4.1:c0e311e010fc, May 18 2014, 10:45:13) [MSC v.1600 64 bit (AMD64)]
Type "copyright", "credits" or "license" for more information.

IPython 2.2.0 -- An enhanced Interactive Python.
?         -> Introduction and overview of IPython's features.
%quickref -> Quick reference.
help      -> Python's own help system.
object?   -> Details about 'object', use 'object??' for extra details.

In [1]: from pandas import MultiIndex, DataFrame, Panel, HDFStore, show_versions

In [2]: mi = MultiIndex.from_tuples([('A','a'), ('A','b')])

In [3]: df = DataFrame([0., 1.], index=mi, columns=['X'])

In [4]: p = Panel([[[0, 1]]], items=['X'], major_axis=['Y'], minor_axis=mi)

In [5]: store = HDFStore('foo.h5')

In [6]: store.append('df', df)

In [7]: store.append('p', p)
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-7-46ccb1da2f9f> in <module>()
----> 1 store.append('p', p)

C:\Python34\lib\site-packages\pandas\io\pytables.py in append(self, key, value, format, append, columns, dropna, **kwargs)
    909         kwargs = self._validate_format(format, kwargs)
    910         self._write_to_group(key, value, append=append, dropna=dropna,
--> 911                              **kwargs)
    912
    913     def append_to_multiple(self, d, value, selector, data_columns=None,

C:\Python34\lib\site-packages\pandas\io\pytables.py in _write_to_group(self, key, value, format, index, append, complib, encoding, **kwargs)
   1268
   1269         # write the object
-> 1270         s.write(obj=value, append=append, complib=complib, **kwargs)
   1271
   1272         if s.is_table and index:

C:\Python34\lib\site-packages\pandas\io\pytables.py in write(self, obj, axes, append, complib, complevel, fletcher32, min_itemsize, chunksize, expectedrows, dropna, **kwargs)
   3603         self.create_axes(axes=axes, obj=obj, validate=append,
   3604                          min_itemsize=min_itemsize,
-> 3605                          **kwargs)
   3606
   3607         if not self.is_exists:

C:\Python34\lib\site-packages\pandas\io\pytables.py in create_axes(self, axes, obj, validate, nan_rep, data_columns, min_itemsize, **kwargs)
   3168                 index_axes_map[i] = _convert_index(
   3169                     a, self.encoding, self.format_type
-> 3170                 ).set_name(name).set_axis(i)
   3171             else:
   3172

C:\Python34\lib\site-packages\pandas\io\pytables.py in _convert_index(index, encoding, format_type)
   4082
   4083     if isinstance(index, MultiIndex):
-> 4084         raise TypeError('MultiIndex not supported here!')
   4085
   4086     inferred_type = lib.infer_dtype(index)

TypeError: MultiIndex not supported here!

In [13]: store.put('f', p, format='fixed')

In [14]: store.put('t', p, format='table')
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-14-f6e096e264c1> in <module>()
----> 1 store.put('t', p, format='table')

C:\Python34\lib\site-packages\pandas\io\pytables.py in put(self, key, value, format, append, **kwargs)
    816             format = get_option("io.hdf.default_format") or 'fixed'
    817         kwargs = self._validate_format(format, kwargs)
--> 818         self._write_to_group(key, value, append=append, **kwargs)
    819
    820     def remove(self, key, where=None, start=None, stop=None):

C:\Python34\lib\site-packages\pandas\io\pytables.py in _write_to_group(self, key, value, format, index, append, complib, encoding, **kwargs)
   1268
   1269         # write the object
-> 1270         s.write(obj=value, append=append, complib=complib, **kwargs)
   1271
   1272         if s.is_table and index:

C:\Python34\lib\site-packages\pandas\io\pytables.py in write(self, obj, axes, append, complib, complevel, fletcher32, min_itemsize, chunksize, expectedrows, dropna, **kwargs)
   3603         self.create_axes(axes=axes, obj=obj, validate=append,
   3604                          min_itemsize=min_itemsize,
-> 3605                          **kwargs)
   3606
   3607         if not self.is_exists:

C:\Python34\lib\site-packages\pandas\io\pytables.py in create_axes(self, axes, obj, validate, nan_rep, data_columns, min_itemsize, **kwargs)
   3168                 index_axes_map[i] = _convert_index(
   3169                     a, self.encoding, self.format_type
-> 3170                 ).set_name(name).set_axis(i)
   3171             else:
   3172

C:\Python34\lib\site-packages\pandas\io\pytables.py in _convert_index(index, encoding, format_type)
   4082
   4083     if isinstance(index, MultiIndex):
-> 4084         raise TypeError('MultiIndex not supported here!')
   4085
   4086     inferred_type = lib.infer_dtype(index)

TypeError: MultiIndex not supported here!

In [9]: show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.4.1.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.14.1
nose: 1.3.4
Cython: 0.21
numpy: 1.9.0
scipy: 0.14.0
statsmodels: 0.5.0
IPython: 2.2.0
sphinx: 1.2.3
patsy: 0.3.0
scikits.timeseries: None
dateutil: 2.2
pytz: 2014.7
bottleneck: 0.8.0
tables: 3.1.1
numexpr: 2.4
matplotlib: 1.4.0
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: 0.9.7
pymysql: None
psycopg2: None
```
