title: Concatenate Columns as Index in Pandas
body: <p>I am importing a text file into pandas, and would like to concatenate 3 of the columns from the file to make the index.  </p>
  
  <p>I am open to doing this in 1 or more steps.  I can either do the conversion at the same time I create the DataFrame, or I can create the DataFrame and restructure it with the newly created column.  Knowing how to do this both ways would be the most helpful for me.</p>
  
  <p>I would eventually like the index to be value of concatenating the values in the first 3 columns.  </p>