title: Pandas DataFrame Add column to index without resetting
body: <p>how do I add <code>'d'</code> to the index below without having to reset it first?</p>
  
  <pre><code>from pandas import DataFrame
  df = DataFrame( {'a': range(6), 'b': range(6), 'c': range(6)} )
  df.set_index(['a','b'], inplace=True)
  df['d'] = range(6)
  
  # how do I set index to 'a b d' without having to reset it first?
  df.reset_index(['a','b','d'], inplace=True)
  df.set_index(['a','b','d'], inplace=True)
  
  df
  </code></pre>