A method of operating a hearing instrument for processing an input sound and to provide an output stimulus according to a user's particular needs, and related system, computer readable medium and data processing system. An object is to provide an improved customization of a hearing instrument. The method includes the steps a) providing an estimate of the present cognitive load of the user; b) providing processing of an input signal originating from the input sound according to a user's particular needs; and c) adapting the processing in dependence of the estimate the present cognitive load of the user. The estimate of the present cognitive load of a user is produced by in-situ direct measures of cognitive load (e.g. based on EEG-measurements, body temperature, etc.) or by an on-line cognitive model in the hearing aid system whose parameters have been preferably adjusted to fit to the individual user.