Fix rename for MultiIndex columns DataFrame
DataFrame rename doesn't rename a MultiIndex column and it flattens the columns. Closes https://github.com/pydata/pandas/issues/3165 which is a fix for index but not columns.

can u hook up to Travis?
instructions in contributing.md in main dir

also pls add a release notes mention
 Okay I think I've hooked it up to Travis. Do I have to run manual build? 
 push another commit or

git commit --amend -C HEAD (will reset the latest coit hash)

then 

git push yourfork yourbranch -f

then Travis will build it
 Should I add the release note mention here? doc/source/v0.11.1.txt
 release notes in doc/source/release.rst
 ok...looks fine, except need to rebase, don't want to have those `Merge branch` in there....

```
git checkout yourbranch
git rebase -i
```

and remove the offending commit (just delete it) 05bd8618ab21701f7067969e84c9200c88ed4848

also prob want to `s` squash commits together

then

```
git push yourfork yourbranch -f
```

will rewrite this branch
 Sorry I'm still learning git, I hope I did your last instruction right, but I'm lost with deleting the commit Merge branch. 
When I do git rebase -i the offending merge commit is not even there, I just proceeded with squashing, and after saving  git log doesn't show the merge commit anymore.
 Thanks for the fix, I ran into the same problem today and was about to start on a fix but you beat me to it.    :)

I have tested your code and it works as expected for me, matching the functionality for indexes already put in by 3165.

Let me know if there is anything I can do to help.
 @ogiaquino it looks like you rebased successfully, good work!
