I've seen some statements that multitasking is "hardwired" in the female brain, but I've never seen definitive scientific statements as such. I think that men and women might have some different attentional styles that are probably partly cultural and partly biological. Oxytocin has been related to women's being able to focus their attention very closely on something, and maybe that has something to do with it, but I suspect that it's cultural as much as biological - watching the toddler while you're stirring the soup, that kind of thing. I know I CAN'T just watch TV without doing at least 2 other things - usually eating and checking email. And I can't work on a paper or something unless I have music. And I have been known to take notes on one computer and simultaneously write a powerpoint presentation on another. But I know men who are like that, and women who are very precisely focused on one thing at a time. Till I see a scientific study about it I don't think I'd put too much credence behind the gender difference theory.
--edit--
OK, so I found this, which doesn't entirely answer the question, but suggests that women aren't BETTER multitaskers than men; this doesn't really address their tendency to do it, though.
"I'm curious to know whether there's a gender difference. People say men focus on one thing at the exclusion of others; women can balance a lot better. Did you find that borne out in your study?
MEYER: In our particular study, where we brought both young males and young females -- college students -- into the lab, there was no evidence whatsoever of any gender difference in performance. Both the males and the females, under our circumstances, showed these types of extra switching time costs and inefficiencies in multitasking. Of course, it has been suggested, as you point out, that under some circumstances, perhaps there could be a gender difference or other types of differences between people having to do with their degree of skill, their personality type, and so forth. But insofar as we can tell under our particular circumstances, which are relatively representative of at least some daily life situations, there are no significant gender differences worth mentioning at this time, though this should be followed up by further investigation. "
http://www.umich.edu/~bcalab/article...cript2001.html