If you end up working in a heavily-populated environment (like a mailroom, production office or on a set), you'll find you have a lot of people telling you what to do or asking you to do things for them. You'll need to address this issue when you get hired, at which time, you'll ask (or be told) whom you will be answering to. It should be no more than two people, and ideally, it will be one individual only.
It's totally counter-productive to respond to many, because while everyone thinks his or her immediate need is of the utmost importance, you're not only running around like a headless chicken, you may be completely unaware of current priorities or the fact that your supervisor is waiting for you to return to handle a more urgent task.
If all requests, however, go through your supervisor, she should know at all times where you're most needed. Therefore, if someone asks you to do something, don't do it without checking with your supervisor first, and don't ever just say "no," you can't or you're not allowed to take orders from others. Politely explain that it will be taken care of, and relay the request to your supervisor. She will then juggle tasks between you and other PAs/assistants/clerks to make sure everything gets done in a timely manner.
When I set up a production office, I put out "Request for Pickup/Delivery" slips that department heads, Accounting and the producer and director's assistants can fill out and submit. The assistant production coordinator usually evaluates all the requests and schedules the PAs' time, so everything is covered in the most time-effective manner possible.
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