Using a novel variant of dichotic selective listening, we examined the control of auditory selective attention. In our task, subjects had to respond selectively to one of two simultaneously presented auditory stimuli (number words), always spoken by a female and a male speaker, by performing a numerical size categorization. The gender of the task-relevant speaker could change, as indicated by a visual cue prior to auditory stimulus onset. Three experiments show clear performance costs with instructed attention switches. Experiment 2 varied the cuing interval to examine advance preparation for an attention switch. Experiment 3 additionally isolated auditory switch costs from visual cue priming by using two cues for each gender, so that gender repetition could be indicated by a changed cue. Experiment 2 showed that switch costs decreased with prolonged cuing intervals, but Experiment 3 revealed that preparation did not affect auditory switch costs but only visual cue priming. Moreover, incongruent numerical categories in competing auditory stimuli produced interference and substantially increased error rates, suggesting continued processing of task-relevant information that often leads to responding to the incorrect auditory source. Together, the data show clear limitations in advance preparation of auditory attention switches and suggest a considerable degree of inertia in intentional control of auditory selection criteria.