Ah, this is to do with how I created the DataFrame, not with how I was combining them. The long and the short of it is, if you are creating a frame using a loop and a statement that looks like this:
Frame = Frame.append(pandas.DataFrame(data = SomeNewLineOfData))
You must ignore the index
Frame = Frame.append(pandas.DataFrame(data = SomeNewLineOfData), ignore_index=True)
Or you will have issues later when combining data.