groupby, TimeGrouper error
The following code seems to raise an error, since the result object does not make sense (well, at least to me):

```
In [61]: import datetime

In [62]: import pandas as pd

In [63]: df = pd.DataFrame.from_records ( [[datetime.datetime(2014,9,10),1234,"start"],
  [datetime.datetime(2013,10,10),1234,"start"]], columns = ["date", "change", "event"] )

In [64]: df
Out[64]: 
        date  change  event
0 2014-09-10    1234  start
1 2013-10-10    1234  start

In [65]: ts = df.set_index('date')

In [66]: ts
Out[66]: 
            change  event
date                     
2014-09-10    1234  start
2013-10-10    1234  start

In [67]: byperiod = ts.groupby([pd.TimeGrouper(freq="M"), "event"], as_index=False)

In [68]: byperiod.groups
Out[68]: 
{<pandas.tseries.resample.TimeGrouper at 0xab6bcaec>: [Timestamp('2014-09-10 00:00:00')],
 'event': [Timestamp('2013-10-10 00:00:00')]}
```

I would expect, for Out[68], two groups, one for each (date, event) pair.

Am I wring, or this is a bug?
