This paper argues for a special focus on the use of dynamic human interaction to explore datasets while they are being transformed into sound. We describe why this is a special case of both human computer interaction (HCI) techniques and sonification methods. Humans are adapted for interacting with their physical environment and making continuous use of all their senses. When this exploratory interaction is applied to a dataset (by continuously controlling its transformation into sound) new insights are gained into the data's macro and micro-structure, which are not obvious in a visual rendering. This paper reviews the importance of interaction in sonification, describes how a certain quality of interaction is required, provides examples of the techniques being applied interactively, and outlines a plan of future work to develop interaction techniques to aid sonification.