Some boss may want to do things at work in a very unorthodox manner. Some may be too judgmental. Some may just really be scatterbrained.
Working for very difficult employers drives the stress level of people way up the gauge. There are several ways to handle the situation:
Know Yourself More
It is very easy to pass the blame to our source of stress but some soul searching may also provide us with some answers. Examine the past if you were also in the same situation where your boss is just insane. Maybe the problem is coming from another place.
You have to make sure that the problem that brings about stress is really the person at work and not coming from somewhere deeper.
Manage Your Interactions
The key to a good boss-employee relationship is excellent communication. You have to let your boss know what works better for you and see if it fits in his system.
You can also see what you can learn from the boss. The person is running the company and there must be something good about him.