BUG: Index not respecting nan_rep in HDF5 serialiazation
```
In [1]: import pandas

In [2]: institute = 'Nan-Kai Institute of Technology'

In [3]: words = institute.replace("-", ' ').lower().split()

In [4]: words_idces = pandas.Series(range(len(words)), index=words)

In [5]: len([words_idces.loc[w] for w in words])
Out[5]: 5

In [6]: words_idces.to_hdf('/tmp/test.hdf', 'precious_idces')

In [7]: words_idces = pandas.read_hdf('/tmp/test.hdf', 'precious_idces')

In [8]: len([words_idces.loc[w] for w in words])
---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-8-d54a661c6a50> in <module>()
----> 1 len([words_idces.loc[w] for w in words])

<ipython-input-8-d54a661c6a50> in <listcomp>(.0)
----> 1 len([words_idces.loc[w] for w in words])

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in __getitem__(self, key)
   1197             return self._getitem_tuple(key)
   1198         else:
-> 1199             return self._getitem_axis(key, axis=0)
   1200 
   1201     def _getitem_axis(self, key, axis=0):

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in _getitem_axis(self, key, axis)
   1339 
   1340         # fall thru to straight lookup
-> 1341         self._has_valid_type(key, axis)
   1342         return self._get_label(key, axis=axis)
   1343 

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in _has_valid_type(self, key, axis)
   1301                 raise
   1302             except:
-> 1303                 error()
   1304 
   1305         return True

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in error()
   1288                         "cannot use label indexing with a null key")
   1289                 raise KeyError("the label [%s] is not in the [%s]" %
-> 1290                                (key, self.obj._get_axis_name(axis)))
   1291 
   1292             try:

KeyError: 'the label [nan] is not in the [index]'
```

I didn't have time to investigate whether the problem is in pandas or pytables.
