title: Pandas set_index Multiindex Lookup
body: <p>I cannot find a way to lookup a multiindex in Pandas 0.14. Here is some mock data that I'm having trouble with.</p>
  
  <p>Code:</p>
  
  <pre><code>row1 = ['red', 'ferrari', 'mine']
  row2 = ['blue', 'ferrari', 'his']
  row3 = ['red', 'lambo', 'his']
  row4 = ['yellow', 'porsche', 'his']
  row5 = ['yellow', 'lambo', 'his']
  all_dat = [row1, row2, row3, row4, row5]
  df = DataFrame(all_dat, columns=['Color', 'Make', 'Ownership'])
  
  print df
  df = df.set_index(['Color', 'Make'])
  print df
  
  print df['red']['lambo']
  print df['yellow']['porsche']
  </code></pre>
  
  <p>Output:</p>
  
  <pre><code>    Color     Make Ownership
  0     red  ferrari      mine
  1    blue  ferrari       his
  2     red    lambo       his
  3  yellow  porsche       his
  4  yellow    lambo       his
                 Ownership
  Color  Make             
  red    ferrari      mine
  blue   ferrari       his
  red    lambo         his
  yellow porsche       his
         lambo         his
  
  Traceback (most recent call last):
      print df['red']['lambo']
    File "/usr/local/lib/python2.7/dist-packages/pandas/core/frame.py", line 1678, in __getitem__
      return self._getitem_column(key)
    File "/usr/local/lib/python2.7/dist-packages/pandas/core/frame.py", line 1685, in _getitem_column
      return self._get_item_cache(key)
    File "/usr/local/lib/python2.7/dist-packages/pandas/core/generic.py", line 1052, in _get_item_cache
      values = self._data.get(item)
    File "/usr/local/lib/python2.7/dist-packages/pandas/core/internals.py", line 2565, in get
      loc = self.items.get_loc(item)
    File "/usr/local/lib/python2.7/dist-packages/pandas/core/index.py", line 1181, in get_loc
      return self._engine.get_loc(_values_from_object(key))
    File "index.pyx", line 129, in pandas.index.IndexEngine.get_loc (pandas/index.c:3354)
    File "index.pyx", line 149, in pandas.index.IndexEngine.get_loc (pandas/index.c:3234)
    File "hashtable.pyx", line 696, in pandas.hashtable.PyObjectHashTable.get_item (pandas/hashtable.c:11148)
    File "hashtable.pyx", line 704, in pandas.hashtable.PyObjectHashTable.get_item (pandas/hashtable.c:11101)
  KeyError: 'red'
  </code></pre>
  
  <p>I have tried lookups using</p>
  
  <pre><code>df[('red', 'lambo')]
  </code></pre>
  
  <p>and</p>
  
  <pre><code>df['red', 'lambo']
  </code></pre>
  
  <p>These had similar results (KeyErrors).</p>
  
  <p>So, is there some kind of step I'm missing here when setting a multiindex? I want to use set_index() as my real data (this is just mock data) has many operations performed on it before it gets to the point where I redefine indices.</p>