Unless you have something in your by-laws that says one must wait for the opposing bowler to completely finish his frame before bowling his frame, this is completely legal and completely acceptable per USBC rules. It may not be how people "normally" bowl in your league if you just have an unwritten rule to wait on the other guy, but it's legal and standard practice in somewhere in the neighborhood of 99.9% of leagues.
And if him bowling on his own lane in between your shots in the 10th frame rattled your concentration that badly, you really need to work on your mental game. Something that minor shouldn't throw you all out of whack!