I have this dataframe:

As far as I know, to use the scikit learn package in Python for machine leaning tasks, the categorical variables should be converted to dummy variables. So, for example, using a library of scikit learn I try to convert the values of the third column to dummy values but my code didn't work:
from sklearn.preprocessing import LabelEncoder
x[:, 2] = LabelEncoder().fit_transform(x[:,2])
So what's wrong with my code? and How Can I convert all the categorical variables to dummy variables in my data frame?
Edit: The full traceback is this :
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-73-c0d726db979e> in <module>()
1 from sklearn.preprocessing import LabelEncoder
2
----> 3 x[:, 2] = LabelEncoder().fit_transform(x[:,2])
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\frame.pyc in __getitem__(self, key)
2001 # get column
2002 if self.columns.is_unique:
-> 2003 return self._get_item_cache(key)
2004
2005 # duplicate columns
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\generic.pyc in _get_item_cache(self, item)
665 return cache[item]
666 except Exception:
--> 667 values = self._data.get(item)
668 res = self._box_item_values(item, values)
669 cache[item] = res
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\internals.pyc in get(self, item)
1653 def get(self, item):
1654 if self.items.is_unique:
-> 1655 _, block = self._find_block(item)
1656 return block.get(item)
1657 else:
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\internals.pyc in _find_block(self, item)
1933
1934 def _find_block(self, item):
-> 1935 self._check_have(item)
1936 for i, block in enumerate(self.blocks):
1937 if item in block:
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\internals.pyc in _check_have(self, item)
1939
1940 def _check_have(self, item):
-> 1941 if item not in self.items:
1942 raise KeyError('no item named %s' % com.pprint_thing(item))
1943
C:\Users\toshiba\Anaconda\lib\site-packages\pandas\core\index.pyc in __contains__(self, key)
317
318 def __contains__(self, key):
--> 319 hash(key)
320 # work around some kind of odd cython bug
321 try:
TypeError: unhashable type
df.to_dict