What do I do?

When I am home alone with my nine-month-old, it's so hard for me to get anything done without her getting upset. If I try to make dinner, I need to put her down in her playpen but she screams and cries for me. In some places I've read that you should pick your baby up as soon as she cries, and other places say that you should let them cry occasionally so that they learn to occupy themselves. I don't know what to do. Help!