Deciding how to allocate your attention and efforts when faced with multiple competing goals is a dilemma we all face in daily life. These decisions can have serious consequences -- for example, in splitting your attention while driving, or helping multiple casualties in an emergency. An important factor that should weigh into such a decision is the limitations of your own abilities. That is, if you have adequate time and skill, you can complete multiple tasks in a given time interval, but if the tasks are difficult and time is limited, you should focus your efforts on completing one task. Using eye movements as a starting point, we have shown that people fail to take the limitations of their own visual acuity into account when deciding where to look. We have extended this decision paradigm beyond eye movements into several other tasks (throwing, reaching to targets, memorisation), with the same results: people fail to take into account their own (known) performance limitations when deciding how to allocate resources between two goals. After ruling out a number of simpler explanations, I will speculate on why people make these surprisingly inefficient decisions.