Fix rename for MultiIndex columns DataFrame

Fix rename for MultiIndex columns DataFrame
Add a release note for #4004
Merge pull request #4004 from ogiaquino/Fix_rename_for_MultiIndex_columns_DataFrame

Fix rename for MultiIndex columns DataFrame
TST: Mark test_html tests as network.

For right now, this prevents barfing with no connection. For the future
we should consider storing some or all of this data (esp given we don't
rely on them as data sources, they're just examples of what ought to
work).