rename multiindex bug in DataFrame
related / same as #4160

```
from datetime import datetime, time
from pandas import date_range, Series, DataFrame

time_ind = date_range(datetime(2013, 1, 1), datetime(2013, 1, 10), freq='1min')

s = Series(1, index=time_ind)
s_g = s.groupby([lambda x: x.hour, lambda x: x.minute]).sum()
s_g = s_g.rename(lambda (h, m): time(h, m, 0))

df = DataFrame(1, index=time_ind, columns=['a', 'b'])
df_g = df.groupby([lambda x: x.hour, lambda x: x.minute]).sum()
df_g = df_g.rename(lambda (h, m): time(h, m, 0))
```

Works fine on Series, but throws error on DataFrame:

```
Traceback (most recent call last):

File "<ipython-input-25-4e51131ae70d>", line 2, in <module>
  df_g = df_g.rename(lambda (h, m): time(h, m, 0))

File "C:\Python27\lib\site-packages\pandas\core\frame.py", line 3539, in rename
  result._rename_index_inplace(index_f)

File "C:\Python27\lib\site-packages\pandas\core\frame.py", line 3548, in _rename_index_inplace
  self._data = self._data.rename_axis(mapper, axis=1)

File "C:\Python27\lib\site-packages\pandas\core\internals.py", line 1734, in rename_axis
  new_axis = MultiIndex.from_tuples([tuple(mapper(y) for y in x) for x in index], names=index.names)

File "C:\Python27\lib\site-packages\pandas\core\internals.py", line 1734, in <genexpr>
  new_axis = MultiIndex.from_tuples([tuple(mapper(y) for y in x) for x in index], names=index.names)

File "<ipython-input-25-4e51131ae70d>", line 2, in <lambda>
  df_g = df_g.rename(lambda (h, m): time(h, m, 0))

TypeError: 'long' object is not iterable
```
