Trying to multitask actually changes the way your brain works. When you focus your attention on something, it activates part of your mind's motivational system: the prefrontal cortex, which wraps around the front of your brain. When you're focused, both the left and right sides of the prefrontal cortex work in tandem.
It's much more satisfying to the brain to complete one job at a time. You can feel successful, even if just for a moment. Doing several things at once and not completing any can make you feel like a failure. These feelings may increase your stress levels.