Counterterrorism and intelligence tasks rely on the efficient collection, analysis and dissemination of information. While information systems play a key role in such tasks, databases are ill-suited to support certain needs of the intelligence analyst, who many times needs to browse and explore the data in an interactive fashion. Since query languages are geared towards one-query-at-a-time exchanges, it is difficult to establish dialogs with a database. In this paper, we describe the initial phase of a project that focuses on designing and building a system to support interactive exchanges of information with a database, including the ability to refer to old results for new questions, and to play what-if scenarios. We describe our motivation, our formalization of the concept of dialog, and our initial design of the system. Further development is outlined.