Do you put toys in the playpen? I assume that you do. I had exactly the same problem as you, and still do. However, if I need to do anything, I pop ds into his playpen or cot with toys and books, and go and do it! He did scream at first, and it was a problem, but there was another thread (can't remember which one) which I posted on, and people basically said that sometimes you just have to let them cry if you need to do something. You have to unpack shopping don't you!
If I have to cook whilst ds is not yet in bed, I put him in his high chair with toys/books, and put the tv on in the background. It keeps him happy for about 10 minutes, but sometimes that is enough.
I also try to make sure that ds has a lot of one-to-one play time in the lounge, and a lot of exercise, so that he wears himself out! You sound a lot like me in that you worry if your dd is crying, but sometimes, once they get past the initial shock of being without you, even when they can see you, they realise that it isn't so bad, calm down and start amusing themselves. I think that, in the long run, it makes them a bit more self-reliant, especially when they realise that you ARE coming back to get them. After the first few times, they are secure that you will come back to them, and seem happy to be on their own. I have certainly discovered this at bedtimes. I now have a ds who will (mostly, except for a few occasions) go to bed on his own, and play until he falls asleep.