BUG: informative error message with Series ValueError
Fixes issue #6532.

@jreback Running `nosetests pandas` locally produces the same output before and after the change:

```
Ran 5048 tests in 574.965s
FAILED (SKIP=180, errors=4)
```
 Thanks!

ps "All is well" on travis, so failing tests must be something on your system... :s
