title: Add new rows to a MultiIndex DataFrame
body: <p>Given this MultiIndex Dataframe:</p>
  
  <pre><code>arrays = [np.array(['A', 'A', 'B', 'B', 'C', 'C']),
           np.array(['one', 'two', 'one', 'two', 'one', 'two'])]
  df = pd.DataFrame(np.random.randn(6), index=arrays, columns=['col1'])
  </code></pre>
  
  <p>I would like to add a new row (inner index) to every row in the outer index. </p>
  
  <pre><code>df.loc[(slice(None),'three'),:] = {'A':3, 'B':4, 'C':5}
  </code></pre>
  
  <p>However this gives me an error:
      KeyError: 'three'</p>
  
  <p>How can I accomplish this?</p>
  
  <p>EDIT: All values in the row are <strong>not</strong> the same. </p>