title: Import from Excel into Multi Indexed dataframe
body: <p>I'm trying to import from Excel into a dataframe and maintain a multi indexed format. </p>
  
  <p>This import is fine:</p>
  
  <pre><code>def import_cp(cp_sheet_name):
      xl = pd.ExcelFile('FileNameA.xlsx')
      df_first = xl.parse(cp_sheet_name)
      df_second = xl.parse(cp_sheet_name)
      # there's many more
      return df_first, df_second
  
  df_first = import_cp("Sheet 1")
  </code></pre>
  
  <p>The Excel is formatted like this:</p>
  
  <pre><code>|        |       Alpha       |       Bravo      |    Charlie     |
  |Position|  Area   |  Gain   |   Area  |  Gain  |  Area  |  Gain |
  |    1   |   0.5   |   1.1   |    0.5  |  1.1   |   1.7  |  1.6  |
  |    2   |   0.6   |   1.0   |    0.6  |  1.0   |   1.5  |  1.4  |
  </code></pre>
  
  <p>Where the Alpha Bravo cells are merged.</p>
  
  <p>When I import I get:</p>
  
  <pre><code>(  |Unnamed: 0 Alpha| Unnamed: 2 Bravo| Unnamed: 4 Charlie|
  0  |Position    Area|   Gain    Area  |  Gain    Area     |
  1  |    1     0.5   |   1.17    0.5   |    1.13     0.5   |
  2  |    2     0.5   |   1.17    0.5   |    1.13     0.5   |
  </code></pre>
  
  <p>I tried using <code>header=0</code> however that did not have change much and a <code>fillna</code> is not ideal as I don't want <code>Alpha Alpha Bravo Bravo Charlie Charlie</code></p>
  
  <p>Any help on this would be appreciated. </p>