At a presentation I did the other day, one of the participants came up with a great way to manage her time better: get a deadline. Someone had asked her for information and she wasn't willing to take time from her own work to give it right away. However, she didn't want to leave the person hanging either. If she knew when the info was needed by, she could work it into her schedule and not let it interrupt her.
Be proactive and give deadlines yourself. Make it easier for others to help you by letting them know exactly what you need and when you need it.