That being said, (in general) most Tax auction properties won't have a mortgage on it. Why? Because if it did, the bank would pay the delinquent taxes, then foreclose itself to protect it's interests. Now, it's not always, but most of the time it is the case. That's not to say it won't have other liens, judgements, IRS claims, etc., so you do need to do your homework. If you've got a good relationship with a Title officer, you can ask them to do a "quick search" on the property (most will do it for around $50), that will give you a one page summary of encumbrances on the property.
A last note about Tax sales, there is usually a reason the current owner let the property go. A lot of tax sale properties are trash, lots, irregular, have easements, etc. For my time invested in researching a tax property, I'd rather go after preforeclosure or foreclosure auction properties.
Good luck and get after it! Those deals are out there waiting for you!
Incidentally, "Team Naples" answer below is funny... "don't go with out a realtor", and "by the way, here's a condo you might like". Realtors don't have anything to do with Tax Deed Sales. Too funny.
Contact a local Realtor in Milwaukee. Jeff Cubinski is located in Milwaukee and is a very talented professional and exactly what you will need.