Is it posible to setup boinc to use multiple projects unit by unit.

So, when one work unit is done, then to go to next project.

The short answer is no, because it would be impractical as units across the projects are of different lengths. Climate prediction units are 100's of hours long and Seti's on a fast computer can be under an hour.
The best that you can probably set it is to adjust the 'switch between applications' option to just over the time for the shortest units you process.

For example if Seti has the shortest units of the projects and they take a maximum of 1h:20m to complete then set the option to 85mins.

Andy