Creating a horcrux splits your soul into two (or more) parts. One part resides in your body, keeping you alive, while the other resides in the object you have turned into a horcrux. The upshot of all this is the soul fragment in the human body cannot be desrtoyed as long as a fragment in a horcrux "tethers" it to this life.
As Hermione says in book 7, "a horcrux is the opposite of a human being, meaning that a person's body can be destroyed, but their soul is unharmed by this. This means when your body is "killed," your soul is not, and since half (or more) of it is still in this world, you stay here rather than "going on." The horcrux, on the other hand, can be destroyed only by very powerful magical objects. When this happens, since the soul fragment within is now completely dependent upon the object it lives in, the soul fragment is destroyed too." (Hermione,The Ghoul In Pyjamas,Page 87 to 90(The Horcrux Discussion))
Since the act of making a horcrux (or multpiles, in the case of Lord Voldemort) horribly scars and damages a soul, it is a highly inadvisable method of immortality. Also, How does a horcrux keep you alive?We know that the soul in the horcrux keeps you alive but HOW!!DOES IT COME OUT OF THE HORCRUX AND RESURRECT YOU OR SOMETHING!!!!!That, my fellow witches and wizards, are one of the many questions only the dark wizards and J.K Rowling can answer.