You say that you are "in the middle of ___ing" when you're doing something and it's not convenient to stop. For example, if you're trying to write an e-mail for work that needs concentration, and someone interrupts you, you could say:

I was in the middle of writing an email when she walked in and started going on and on about some problem with the copier.

I can't look at that right now, dear. I'm in the middle of making dinner.