Dropping a column not working in 0.17
I'm executing the following code:

```
import pandas as pd

df = pd.read_csv('2015-09-25.csv', header=None,\
                 names=['ID', 'ORIG', 'LAT', 'LONG', 'CITY', 'STATE', 'TIMESTAMP'], \
                 parse_dates=['TIMESTAMP'], \
                 usecols=['ORIG','LAT', 'LONG', 'CITY', 'STATE'])


df1 = df[df['ORIG']==1]
df1.drop(df1.columns[0], inplace=True)
```

However, the last line will give me this error in 0.17, but works fine with 0.16.2. The 0.17 version of `pandas` is being used with `python 3.5`, while `pandas 0.16.2` is being used with `python 3.4`.

```
Traceback (most recent call last):
  File "C:/Users/Leb/Desktop/Python/test2.py", line 29, in <module>
    df.drop(df.columns[0], inplace=True)
  File "C:\Program Files\Python 3.5\lib\site-packages\pandas\core\generic.py", line 1616, in drop
    new_axis = axis.drop(labels, errors=errors)
  File "C:\Program Files\Python 3.5\lib\site-packages\pandas\core\index.py", line 2736, in drop
    raise ValueError('labels %s not contained in axis' % labels[mask])
ValueError: labels ['ORIG'] not contained in axis
```

I've also tried `df1.drop('ORIG', inplace=True)` but the same problem arises. This presist ever with `df`.

Output of `df.columns` or `df1.columns` will show:

```
Index(['ORIG', 'LAT', 'LONG', 'CITY', 'STATE'], dtype='object')
Index(['ORIG', 'LAT', 'LONG', 'CITY', 'STATE'], dtype='object')
```

Adding `axis=1` will result in an additional error of:

SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

```
SettingWithCopyWarning: 
A value is trying to be set on a copy of a slice from a DataFrame

See the caveats in the documentation: http://pandas.pydata.org/pandas-docs/stable/indexing.html#indexing-view-versus-copy
  df1.drop(df1.columns[0], axis=1, inplace=True)
```

These errors only show up with `python3.5` and `pandas 0.17`.
