How do we buy properties at courthouse steps?

Here in Missouri, as in other states, i suppose, the sell prpperties at the court house steps after they are listed in the newspaper for a certian amount of time. Is it safe to buy these and how do you find out if their are huge liens or other problems with them? As i understand it, someone could have a lien on the prperty but it could be filed somewhere else besides the courthouse where they are selling the property? Want to buy for investment but am reluctant to do so, any ideas or anyone bought these type of properties at the courthouse steps?