Anything vexing is bothersome or annoying. The noise of a car alarm is extremely vexing to everyone around.
To be vexed is to be irritated or exasperated, so anything vexing creates irritation or exasperation. A splitting headache is vexing. A talkative neighbor can be vexing. Filling out a form is usually vexing. If you're trying to get somewhere and there's traffic, that's a vexing situation. Unfortunately, life is full of vexing situations.