In modern educational and professional settings, individuals need to work under various forms of distractions. I use a laboratory experiment to measure the effect of different types of distractions on productivity, to study heterogeneity in handling distractions, and to elicit willingness to pay to avoid being distracted. In the experiment, participants solve a cognitive task under three different conditions: without distractions, with auditory distractions, and with task-switching distractions that involve a smaller cognitive task interrupting the main task. I find that distractions have at most a small effect on average performance in the main cognitive task. Individuals perform significantly worse at the interrupting cognitive task when they are forced to solve it before resuming the main task, as opposed to solving it afterward. They also take significantly longer to progress with the main task than if they were not interrupted. On average, participants are willing to pay to avoid both auditory and task-switching distractions and are willing to pay more to avoid the latter. While individuals are only slightly distraction-averse on average, I discover substantial heterogeneity with the majority being either distraction-loving or distraction-averse. Though female participants are not affected differently, they have a lower willingness to pay to avoid distractions and are more likely to be distraction-loving. On average, distractions make individuals feel stressed, unhappy, and angry. These feelings are highly correlated with individuals' self-reported distaste for distractions, suggesting that how individuals respond to distractions can be measured using simple survey questions.