title: How do I append a dataframe to a specific level of another dataframe
body: <p>Consider these two dataframes:</p>
  
  <pre><code>df1 = pd.DataFrame(np.arange(16).reshape(4, 4),
                     pd.MultiIndex.from_product([['a', 'b'], ['A', 'B']]),
                     ['One', 'Two', 'Three', 'Four'])
  
  df2 = pd.DataFrame(np.arange(8).reshape(2, 4),
                     ['C', 'D'],
                     ['One', 'Two', 'Three', 'Four'])
  
  print df1
  
       One  Two  Three  Four
  a A    0    1      2     3
    B    4    5      6     7
  b A    8    9     10    11
    B   12   13     14    15
  
  print df2
  
     One  Two  Three  Four
  C    0    1      2     3
  D    4    5      6     7
  </code></pre>
  
  <p>I want to append <code>df2</code> to <code>df1</code> where the first level of the <code>df1.index</code> is <code>'a'</code>.</p>
  
  <pre><code>     One  Two  Three  Four
  a A    0    1      2     3
    B    4    5      6     7
    C    0    1      2     3
    D    4    5      6     7
  b A    8    9     10    11
    B   12   13     14    15
  </code></pre>