Allow duplicate keys in set_index()
The set_index() method for a DataFrame checks for indices with duplicate keys, even though Pandas (version 0.7.0) is now supposed to allow duplicate keys.  For example:

```
from pandas import *
x = [0, 0]
print DataFrame(dict(a=x, b=x), index=x)
print DataFrame(dict(a=x, b=x), index=x).set_index('a')
```

fails with

```
/usr/lib/pymodules/python2.7/pandas/core/frame.pyc in set_index(self, col_or_cols, drop, inplace, verify_integrity)
   1925         if verify_integrity and not index._verify_integrity():
   1926             duplicates = index.get_duplicates()
-> 1927             raise Exception('Index has duplicate keys: %s' % duplicates)
   1928 
   1929         # clear up memory usage

Exception: Index has duplicate keys: [0]
```
