Actually, it's long been considered poor etiquette to ask multi-part questions on Stack Exchange sites.
First, it's not really fair to the people answering. Maybe I'd like to answer but only know the answers to two parts. Or maybe I only have time to answer one part. Asking a multi-part question implies that you won't accept anything less than a multi-part answer. And by making life more difficult for those answering, you make it less likely that you'll get the answers you want.
The second reason is the acceptance system. If one answer addresses parts 1 and 2, and another answer addresses part 3, which do you accept? Or do you wait for somebody to consolidate them all? Either way, it's confusing.
The final and most important reason is searching. Assume that 80-90% of the traffic comes from Google (which is how the stats actually are on the more mature SOFU sites). Those people have specific questions and are looking for specific answers. They don't want to have to wade through a bunch of crap (as far as they're concerned) to find the part that they care about.
In fact, Stack Exchange was designed around exactly this principle: The ability to find the exact answer you're looking for, quickly and easily, not buried under a bunch of ads or comments or "I hav sam problm help plz" comments. Multi-part questions actually hurt the Q&A aspect of the site, which isn't designed to handle them; discussion forums are better for that type of thing.
One exception is if an obviously correct answer would be useless without follow-up, such as "Can I do X, and if not, then why not?" You don't just want an answer that says "No", because you can't verify that, so the second "why not" part of the question is necessary.
But as long as it makes any sense to ask separate questions - please, do it!