Fix unhelpful "length mismatch" error message on set_axis
When trying to change the columns of a DataFrame, I sometimes mess up the number of elements. I was getting this kind of message a few times too often.

```
>>> df = DataFrame({0:[1,2,3], 1:[1,2,3]})
>>> df.columns = df.columns = ['a', 'b', 'c']
Exception: Length mismatch (3 vs 2)
```

When the lists were bigger, I had to consult the source code or do some debugging to remember that the left side of the 'vs' is the length of the new column list.

So I wrote a fix...
