Pickling sparse dataframes with hierarchical indexing results in loss of data
Hi,

thanks for all the awesome work with Pandas.  I just started working on it, and I ran into two distinct bugs:
- The HDFStore function won't accept sparse_dataframes as objects - doing so raises a KeyError.
- If you pickle a sparse data frame with a hierarchical index, then reload the matrix, the resulting matrix loses all hierarchical indexing information and all the indexes are collapsed as tuples.

I am using the latest version of pandas on Ubuntu 12.04 with the latest version of EPD.

Federico
