What activities cannot be interrupted?
Solution 1:
Well, first of all, touching the keyboard will not crash you computer, even if you're doing heavy process.
So if you're deleting a big number of files or downloading a big file, you can still go ahead and browse the web or write on a text editor, or whatever. And even if Safari or Pages would crash, the OS is robust enough not to let this crash affect the download.
To sum it up, go ahead multi-task! Mac OS X is a really strong OS and you shouldn't worry about asking him to do multiple things, he's great at it.
Solution 2:
Software still crashes a lot, but moderns OSes (Windows too!), are much better at Sandboxing, a OS software technique which prevents a piece of software which crashes from affecting other running software, or the system stability.
Realistically, the only processes which absolutely cannot be interrupted is hardware interfacing, which is almost invariably confined to drivers.
It's worth being aware that it was never Macs or Windows Hardware that crashed a lot, it has always been mac or windows applications that are more or less buggy. Indeed, the era of windows 98 BSODs was largely due to the popularity of windows spawning many thousands of poorly written, buggy pieces of software, together with Win98's poor ability to prevent software crashing from affecting overall system stability.
However, both OS X and Windows have come very far since then, so ther really isn't any task during which multitasking is likely to cause crashes, unless the task itself is composed of poorly written/buggy software.
There are certainly processes which are slowed down by multitasking (sometimes more dramatically then one would expect, hard drive intensive tasks come to mind), but there are no tasks which would be damaged or broken by multitasking, only delayed.