Don't worry about the CGI folder, it is empty. I can't delete it.
As long as you see an empty folder, together with a non-accessible CGI folder, you are viewing the "original" quotes server (with all the files deleted). This means that either WTS has not done their homework to finalize the transfer of the domain, or they are simply waiting for the change to propagate.
Once the change has propagated, I assume you will see watchtower.org. Or perhaps they have some extra special campaign set up, so that you get something silly like:
"Beware: apostates had the domain until recently! If you read this site earlier, you should bleach your brain... even though it was all our stuff then too!
Once they have finalzed the domain transfer, and the changes have propagated, they will have access only to the same info they already have with watchtower.org: your IP address, and also the "referrer" (i.e. the web site you came from last, assuming you clicked a link to get there and didn't type it in the address bar or use a locally stored bookmark).
I wouldn't be too worried about it. Even if they could do something nasty, I don't think they're bright enough to execute it. I mean, they left "watchtower.ca" sitting on the shelf for me to pick up in November 2000. And I started my Quotes site in 1997, and it took them to 2005 to come after me.
These are not the sharpest knifes in the drawer... but the pictures! Look at the pretty pictures! Wouldn't you like to have a pet lion?