If you closed escrow on May 20th, the previous lender should have been paid. There are many websites that have outdated information and it is possible this may be the case. You may want to contact the agent that helped you purchase the property to be sure as well as contacting your current lender.
If the web site tells you the name of the auction company; you can contact them. Often times the web site will have a "contact" link to contact them or at the bottom of the web site it may have a link to the webmaster to use as a contact.