The 3-D velocity distribution functions of nonthermal ions observed in the vicinity of the Moon have been analyzed to understand the interaction between the solar wind and the Moon. The observation was made during the lunar swing-by of the Nozomi spacecraft, and the closest approach was about 1.6 RL from the Moon's surface. Both Nozomi and the Moon were located in the solar wind, and nonthermal ions were observed only when the spacecraft was very close to the Moon. The nonthermal ions were measured by a Particle Spectrum Analyzer/Ion Spectrum Analyzer (PSA/ISA) on board the Nozomi. After analyses and careful examination of the 3-D velocity distribution of the nonthermal ions, the characteristics of the nonthermal ions were revealed as follows: The nonthermal ions have a partial ring structure in the phase space, they are protons, their source location is the dayside of the Moon, and they have large velocities when they are generated. We propose the following scenario of a solar wind interaction with the Moon: The electromagnetic field in the vicinity of the Moon must have a dynamic structure, possibly a miniature bow shock associated with a local magnetic anomaly, where some of the solar wind protons are deflected violating their first adiabatic invariant. After the deflection, they move under the force of the convection electric field and gyrate around the magnetic field in the solar wind. This motion forms a partial ring structure with large initial velocities in the velocity phase space.