Multiple devices such as desktops, laptops, and cell phones are often used to manage users' personal information, such as files, calendars, contacts, emails, and bookmarks. This dissertation presents the results of two studies that examined users' mental workload in this context, especially when transitioning tasks from one device to another. In a survey of 220 knowledge workers, users reported high frustration with current devices' support for task migration, e.g. accessing files from multiple machines. To investigate further, I conducted a controlled experiment with 18 participants. While they performed PIM tasks, I measured their mental workload using subjective measures and physiological measures. Some systems provide support for transitioning users' work between devices, or for using multiple devices together; I explored the impact of such support on mental workload and task performance.