In [21]: df.values[[np.arange(df.shape[0])]*2] = 0
In [22]: df
Out[22]:
0 1 2 3 4
0 0.000000 0.931374 0.604412 0.863842 0.280339
1 0.531528 0.000000 0.641094 0.204686 0.997020
2 0.137725 0.037867 0.000000 0.983432 0.458053
3 0.594542 0.943542 0.826738 0.000000 0.753240
4 0.357736 0.689262 0.014773 0.446046 0.000000