The workplace hardly gives time for introspection. However, I think I can put my finger on what I am doing wrong. The realization came to me while I was listening to one of the 43folders podcasts with David Allen about interruptions.
David mentions that someone who has a good system in place for managing his projects will not be perturbed by interruptions. He will see an interruption as an input that needs to be handled.
I have not reached that state of being able to handle interruptions and I get sidetracked by interruptions. I hope to reach that level of expertise soon.