Saying un when someone is speaking

When I speak to a Japanese person and I am answering a question they asked, as I am speaking they say ‚¤‚ñ, continually until I am finished, I know ‚¤‚ñ means yes, but do other japanese people do it to other japanese people or do they do it to me because I am a gaijin, and should I do it back to them when they speak or I can't do so.

Un is also the meaning of yes, but also supportive response(aizuchi).
and ee is the same meaning.
It means like such as Uh- huh, Year.
http://en.wikipedia.org/wiki/Aizuchi

Yes, they do it to everybody (although to seniors, they would use the polite "hai"), and this is said to be the difference between Japanese conversation and English conversation. In English you don't say as much "yeah"s while the other party is talking.

In fact, that sort of un/hai is supposed to show how much you're paying attention (although people often say it just to make you look like you're paying attention).

Just to add, it's just "nods of acknowledgement" to show you that they are listening to you. Some English speakers might say "a-ha, a-ha" while someone is speaking to you, it is a bit like that.

They do it with everyone (and as Uco-san said, "hai" for seniors).

And when it comes to whether you should do the same back to them - it's OK if you don't do it, because I imagine it is not in your nature to do that. If the Japanese speaker starts looking uncomfortable because you are not responding - to some it "might" look like you are not understanding what they are saying - you can bring about the same effect by smiling and nodding lightly here and there.

ok, I will say un when they are speaking.

un means I see.

It has been a very long time since I lived in Japan or spoke Japanese every day, but this interesting question brings another to my mind. As I was trying to recall conversations that I had with ordinary people, it seemed to me that, rather than "un," what I heard most often was "so" or "a so" or "so ne." Am I mis-remembering, or is this something that has changed over the decades, or does it have a different meaning than the repetitive "un"? (Perhaps more a response to something being explained than just to everyday conversation?)

Not strictly, but I would say that the likes of "so" or "a so" or "so ne" are more often used by ladies middle-aged and older while "un" is used more among the youth of both genders.

I don't mean that times have changed. I mean that when you are young you tend to use "un", but as you get older you somehow tend to switch to "so ne" etc. I guess we could say that this is something like the difference between "yeah, man" and "yes, dear".

On the other hand, I would say that "un" is more like "yeah" or "uh huh" while "so" or "a so" or "so ne" are more like "I see what you mean". In other words, you can throw in an "un" or two every now and then even when you're not really listening, but in order to say "so" or "a so" or "so ne" you need to listen and make sure you want to give it an approval.

Good examples:

A: Yesterday I went to a store.
B: Un. (Uh huh.)
A: And I saw a kid crying.
B: Un. (Yeah?)
A: So I gave the kid some candy, but now I'm worried.
B: So. (I see.)
A: Maybe I did the wrong thing.
B: So ne. (I see what you mean.)
A: Especially because I noticed his mom frowning at me.
B: A so. (Oh, really? I know that feeling.)

Odd example:

A: Yesterday I went to a store.
B: So. (Oh, that's new.)
A: And I saw a kid crying.
B: So ne. (I see what you mean.)

But slightly off-topic, I do notice that people nowadays often use "un" improperly. For example, it is totally fine for any kind of person of any age to use "un" to his/her casual friends and families, but nowadays I notice shop clerks and phone operators using "un, un" to their keigo-basis customers. Frankly, I'm not comfortable with this, but I suppose it's one of those annoying expressions we all have to deal with for each generation and era.

Back to the topic, "un" is the most casual response you can make in hyojungo while "so" is very slightly more formal than that. I suppose this is another reason I'm not comfortable with clerks my kids age throwing in "un" between their "desu/masu" and the other odd "yoroshikattadeshouka"s ;)