This talk outlines MEW (Multi-faceted Exploratory search system for the Web) and the lessons learned from a series of cognitive studies of the users' exploratory information seeking on the Web. MEW provides functions of "Search", "Navigation" along a multi-faceted directory, and "View" in which the search results were classified into a multifaceted scheme and displayed. A user can start a session either of search, navigate or view and seamlessly continue the flow of exploratory using these three modes. And according to the search results, it suggest a few "Viewpoint Frames" which are sub-directories relevant to the search results in order to assist the user to navigate on a specific sub-directory relevant to the context, to suggest the user to directions to investigate more or to provide the user a kind of meta-knowledge to suggest what types information shall be searched to accomplish the task or purpose of the search, etc. The fundamental system design was derived from a series of users studies investigating the users" cognitive process during the exploratory searches on the Web with varies types of users with different types of users information seeking tasks like "Report Writing", or "Trip Planning". The talk concludes some thoughts on future direction of the evaluation of such types of interactive information retrieval systems.