title: How to keep index when using pandas merge
body: <p>I would like to merge two <code>DataFrames</code>, and keep the index from the first frame as the index on the merged dataset.  However, when I do the merge, the resulting DataFrame has integer index.  How can I specify that I want to keep the index from the left data frame?</p>
  
  <pre><code>In [4]: a = pd.DataFrame({'col1': {'a': 1, 'b': 2, 'c': 3}, 
                            'to_merge_on': {'a': 1, 'b': 3, 'c': 4}})
  
  In [5]: b = pd.DataFrame({'col2': {0: 1, 1: 2, 2: 3}, 
                            'to_merge_on': {0: 1, 1: 3, 2: 5}})
  
  In [6]: a
  Out[6]:
     col1  to_merge_on
  a     1            1
  b     2            3
  c     3            4
  
  In [7]: b
  Out[7]:
     col2  to_merge_on
  0     1            1
  1     2            3
  2     3            5
  
  In [8]: a.merge(b, how='left')
  Out[8]:
     col1  to_merge_on  col2
  0     1            1   1.0
  1     2            3   2.0
  2     3            4   NaN
  
  In [9]: _.index
  Out[9]: Int64Index([0, 1, 2], dtype='int64')
  </code></pre>
  
  <p>EDIT: Switched to example code that can be easily reproduced</p>