I tend to make mistakes, when something unexpected happens.
For example, if my boss tells me to do a job while I've been involved in another job, I become more vulnerable to mistakes. In fact this often happens.
I'm overcome by a sense of panic, when I'm told to do something while I've already been doing another responsibility.

To be honest, I like to concentrate only on ONE thing.
I don't want anyone to interrupt me when I'm concentrating on the one thing,
but I can't stop getting the person to talk to me especially when the person is of a higher position.

Is there any way to deal with this problem?
What should I do to become able to juggle two or three things?

You sound like me. The best advice I can give you is to give your attention to the task that takes priority. Take a minute to make a note about what you were working on so that when you come back to it you'll remember where you were. Or if the new task can wait, make some notes about what you were instructed to do and come back to it as soon as you can. I find the clearer my notes are the less stressed out I am about completing an assignment. Also, don't be afraid to ask your boss questions or have him/her clarify instructions.

Also, when juggling tasks, take a few deep breaths and try not to let negative thoughts creep into your mind. And if you can, walk away from your desk just for a minute to regroup.