Fixed multi-with statement that's not supported in py26

Author: jameshiebert

pandas/io/tests/test_pytables.py

@@ -4636,10 +4636,10 @@ def column_index_data_frame(index):
 
         for index in types_should_fail:
             df = column_index_data_frame(index)
-            with ensure_clean_path(self.path) as path, \
-                    self.assertRaises(ValueError,
-                    msg="cannot have non-object label DataIndexableCol"):
-                df.to_hdf(path, 'df', format='table', data_columns=True)
+            with ensure_clean_path(self.path) as path:
+                with self.assertRaises(ValueError,
+                        msg="cannot have non-object label DataIndexableCol"):
+                    df.to_hdf(path, 'df', format='table', data_columns=True)
 
         for index in types_should_run:
             df = DataFrame(np.random.randn(10, 2), columns=index(2))