DataFrame bug when setting column after filtering
```
In [615]: df = pd.DataFrame([3,4,5],columns=['a'])
In [616]: df['b'] = 'nope'
In [617]: df[df['a'] == 3]['b'] = 'found'
In [618]: df
Out[618]:
   a          b
0  3  nope
1  4  nope
2  5  nope

#Expected
In [618]: df
Out[618]:
   a          b
0  3  found
1  4  nope
2  5  nope
```

I believe the intermediate filter step creates a new DataFrame, but as far as I know, the outer step (where the value is set) should modify in-place.

Pandas 0.10.
