pandas 0.14.1 Excel Writer with 'excelwriter' engine cannot create a 2nd sheet
When saving dataframe to Excel, and using "xlsxwriter", it cannot create a second sheet. Althought the second sheet appears in "writer.sheets", the excel file created do not show it. 

Python 2.7, Windows 7

``` python
>>> import pandas as pd
>>> print(pd.__version__)
0.14.1
>>> df=pd.DataFrame({'a': [1,2,3], 'b':[4,5,6]})
>>> writer = pd.ExcelWriter('try_xlsxwriter.xlsx')
>>> df.to_excel(writer, 'sheet1')
>>> writer.save() # ok, perfect
>>> df.to_excel(writer, 'sheet2')
>>> writer.save()  # nothing appears in the Excel file!
>>> print 'engine: %s' % writer.engine
engine: xlsxwriter
>>> print 'sheets: %s'% writer.sheets.keys()  # strangely, sheets look to be there though
sheets: ['sheet1', 'sheet2']
```

Using the "openpyxl" engine works as expected.

``` python
>>> writer = pd.ExcelWriter('try_openpyxl.xlsx', engine='openpyxl')
>>> df.to_excel(writer, 'sheet1')
>>> writer.save()   # This works
>>> df.to_excel(writer, 'sheet2')
>>> writer.save()   # This works too!
>>> print 'engine: %s' % writer.engine
engine: openpyxl
>>> print 'sheets: %s'% writer.sheets.keys()
sheets: ['sheet1', 'sheet2']
```
