Conditional HTML styling hides MultiIndex structure
I noticed that the styling doesn't quite work with `MultiIndex` data frames. For example if we have a dataframe with two cross validated scores and take their `mean`and `sem` using `groupby` to get a `MultiIndex` dataframe

```
import itertools
import pandas as pd
import numpy as np

jobs = itertools.product(['a', 'b', 'c', 'd'], np.arange(1e-4, 1e-3, .0003), range(10))
rows = []
for v, v2, itr in jobs:
    rows.append({'param_1': v, 'param_2': v2, 'iter': itr,
                 'score_1': np.random.randint(0, 100, size=(1,))[0],
                 'score_2': np.random.rand(1, )[0]})
df_multi = pd.DataFrame(rows)
agg = df_multi.groupby(by=['param_1', 'param_2'])[['score_1', 'score_2']].agg(['mean', 'sem'])
agg.style.highlight_max()
```

![screen shot 2015-11-20 at 12 04 13](https://cloud.githubusercontent.com/assets/1055719/11298395/ef2e2bc6-8f7e-11e5-92f8-a7b1bfbaff77.png)

where as without the styling the index names are preserved and the `score_1` and `score_2` column headers span 2 columns which improves legibility.

![screen shot 2015-11-20 at 12 02 56](https://cloud.githubusercontent.com/assets/1055719/11298385/d644ad38-8f7e-11e5-9b7a-49e71c2b87b4.png)
