Haptic perception is bidirectionally related to exploratory movements, which means that exploration influences perception, but perception also influences exploration. We can optimize or change exploratory movements according to the perception and/or the task, consciously or unconsciously. This paper presents a psychophysical experiment on active roughness perception to investigate movement changes as the haptic task changes. Exerted normal force and scanning velocity are measured in different perceptual tasks (discrimination or identification) using rough and smooth stimuli. The results show that humans use a greater variation in contact force for the smooth stimuli than for the rough stimuli. Moreover, they use higher scanning velocities and shorter break times between stimuli in the discrimination task than in the identification task. Thus, in roughness perception humans spontaneously use different strategies that seem effective for the perceptual task and the stimuli. A control task, in which the participants just explore the stimuli without any perceptual objective, shows that humans use a smaller contact force and a lower scanning velocity for the rough stimuli than for the smooth stimuli. Possibly, these strategies are related to aversiveness while exploring stimuli.