Reading Panel4D stored in HDF5
```
pd.__version__ ### '0.15.2'
store = pd.HDFStore('synthetic_networks.h5',mode='w', table=True)

controls = pd.Panel4D(labels=['a', 'b', 'c'],
                    items=arange(100),
                    major_axis=arange(121),
                    minor_axis=arange(121),
                    dtype='float64')

store.append('controls', controls)
store.close()

store_emp = pd.HDFStore('synthetic_networks.h5',mode='r', table=True)
controls = store_emp['controls']

---------------------------------------------------------------------------
NotImplementedError                       Traceback (most recent call last)
<ipython-input-4-b8e1db9431a6> in <module>()
      1 store_emp = pd.HDFStore('synthetic_networks2.h5',mode='r', table=True)
----> 2 controls = store_emp['controls']

/home/jeffrey_alstott/anaconda3/lib/python3.4/site-packages/pandas/io/pytables.py in __getitem__(self, key)
    407 
    408     def __getitem__(self, key):
--> 409         return self.get(key)
    410 
    411     def __setitem__(self, key, value):

/home/jeffrey_alstott/anaconda3/lib/python3.4/site-packages/pandas/io/pytables.py in get(self, key)
    617         if group is None:
    618             raise KeyError('No object named %s in the file' % key)
--> 619         return self._read_group(group)
    620 
    621     def select(self, key, where=None, start=None, stop=None, columns=None,

/home/jeffrey_alstott/anaconda3/lib/python3.4/site-packages/pandas/io/pytables.py in _read_group(self, group, **kwargs)
   1265         s = self._create_storer(group)
   1266         s.infer_axes()
-> 1267         return s.read(**kwargs)
   1268 
   1269 

/home/jeffrey_alstott/anaconda3/lib/python3.4/site-packages/pandas/io/pytables.py in read(self, where, columns, **kwargs)
   3701 
   3702                 lp = DataFrame(new_values, index=new_index, columns=lp.columns)
-> 3703                 objs.append(lp.to_panel())
   3704 
   3705         # create the composite object

/home/jeffrey_alstott/anaconda3/lib/python3.4/site-packages/pandas/core/frame.py in to_panel(self)
   1062         if (not isinstance(self.index, MultiIndex) or  # pragma: no cover
   1063                 len(self.index.levels) != 2):
-> 1064             raise NotImplementedError('Only 2-level MultiIndex are supported.')
   1065 
   1066         if not self.index.is_unique:

NotImplementedError: Only 2-level MultiIndex are supported.
```

I assume this is a known issue but I can't find any analysis of it. Am I doing something wrong?
