Another aspect is that relatively recent research has discovered that when you learn a new skill this is not an "add on" to brain power but there is a multiplier effect.
Put quite simply (I hope!) let's say you go and learn a new language. This will improve your brain power in EVERY other area since you have created new neural pathways. For more info read Tony Buzans book called "Head Strong".
Another technique I used in basic training was to get a mate (yes I had some then!) to throw a tennis ball or similar object towards me whilst reciting, say, the prelanding chex or whatever it was we were trying to learn and then reciprocate same to said mate!
Also a simple affirmation such as "Every day I am becoming better and better at multi-tasking" done ten times over, 3 times a day (first and last best just after waking and just before sleeping since brain is in "alpha" state and more receptive) will quite literally programme your brain to get better at multi-tasking. Dont worry about the "how" - your subconcious will lead you to that!