"TypeError: 'set' object does not support indexing" using na_values in read_csv()
Test case:

``` python
user@host:~$ python3
Python 3.4.3+ (default, Oct 14 2015, 16:03:50) 
[GCC 5.2.1 20151010] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> from io import StringIO
>>> import pandas as pd
>>> src = """first, second
... 0,0.1
... 1,1.1
... """
>>> df = pd.read_csv(StringIO(src), na_values='XX')
>>> print(df)
   first   second
0      0      0.1
1      1      1.1
>>> df = pd.read_csv(StringIO(src), na_values='-999.99')
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/goyo/.local/lib/python3.4/site-packages/pandas/io/parsers.py", line 491, in parser_f
    return _read(filepath_or_buffer, kwds)
  File "/home/goyo/.local/lib/python3.4/site-packages/pandas/io/parsers.py", line 278, in _read
    return parser.read()
  File "/home/goyo/.local/lib/python3.4/site-packages/pandas/io/parsers.py", line 740, in read
    ret = self._engine.read(nrows)
  File "/home/goyo/.local/lib/python3.4/site-packages/pandas/io/parsers.py", line 1187, in read
    data = self._reader.read(nrows)
  File "pandas/parser.pyx", line 766, in pandas.parser.TextReader.read (pandas/parser.c:8082)
  File "pandas/parser.pyx", line 788, in pandas.parser.TextReader._read_low_memory (pandas/parser.c:8338)
  File "pandas/parser.pyx", line 868, in pandas.parser.TextReader._read_rows (pandas/parser.c:9465)
  File "pandas/parser.pyx", line 975, in pandas.parser.TextReader._convert_column_data (pandas/parser.c:10858)
  File "pandas/parser.pyx", line 1035, in pandas.parser.TextReader._convert_tokens (pandas/parser.c:11744)
  File "pandas/parser.pyx", line 1085, in pandas.parser.TextReader._convert_with_dtype (pandas/parser.c:12634)
  File "pandas/parser.pyx", line 1499, in pandas.parser._try_double (pandas/parser.c:19996)
  File "pandas/parser.pyx", line 1818, in pandas.parser.kset_float64_from_list (pandas/parser.c:22852)
TypeError: 'set' object does not support indexing
>>> pd.util.print_versions.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.4.3.final.0
python-bits: 64
OS: Linux
OS-release: 4.2.0-16-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: es_ES.UTF-8

pandas: 0.17.0
nose: 1.3.6
pip: 1.5.6
setuptools: 18.4
Cython: None
numpy: 1.8.2
scipy: 0.14.1
statsmodels: 0.6.1
IPython: 4.0.0
sphinx: 1.3.1
patsy: 0.3.0
dateutil: 2.4.2
pytz: 2015.6
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.4.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: 4.3.2
html5lib: 0.999
httplib2: 0.9
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
```
