DataFrame.drop loses MultiIndex

```
In [2]: df = DataFrame({'a': [1,2,3], 'b': [1,2,3], 'c': [4,5,6]})

In [3]: df.set_index(['a','b'], inplace=True)
Out[3]: 
     c
a b   
1 1  4
2 2  5
3 3  6

In [5]: dropped = df.drop((1,1))

In [6]: dropped
Out[6]: 
     c
2 2  5
3 3  6

```

MultiIndex is gone! (2,2) and (3,3) are now plain tuples
