I should probably clarify when I said that it was OK to do other things while stress-testing. I mean things that take very little CPU time, such as web browsing. I wouldn't watch a movie or encode video. The CPU needs to work as hard as possible on stress testing, otherwise it wouldn't be a good stress test.
However, I've found that web browsing while running Prime95 sometimes pushes systems over the edge, because it exercises the HD, RAM, the I/O busses, etc., at the same time as heavy CPU load. On some systems, Prime95 could continue to run successfully, but web browsing at the same time can make it crash. So I say, sure, test that scenario out too.