groupby.apply raises ValueError when as_index=True on 0.15 RC1
Hello,

The following code ran perfectly fine on 0.14.1, but breaks on 0.15 RC1, raising
ValueError: cannot reindex from a duplicate axis. 
Is it a bug or an intended change of behaviour? Thanks.

``` python
import pandas as pd
import numpy as np
d = {'Quantity' : pd.Series([1., 2., 3., 4., 5.],
                         index=['foo', 'foo', 'foo', 'foo', 'bar']),
     'Group' : pd.Series([1, 2, 1, 2, 1], index=['foo', 'foo', 'foo', 'foo', 'bar'])}

df = pd.DataFrame(d)
groups = df.groupby([df.index, 'Group'], sort=False, as_index=True)

temp = groups['Quantity'].apply(lambda x: x+np.roll(x, 1))

df['QuantityApplied'] = temp
```

Pandas 0.15.0 RC1
