I would have replaced all the existing keylogger files with pictures of Rick Astley and Rebecca Black, but that's just me.
Bear in mind that many of the servers used by these guys do not belong to them and are probably a neglected server somewhere that was setup by an innocent party for other purposes but was subsequently pwned by the malware people.
>You're getting into dangerous legal territory there (technically you are by just connecting to the FTP I guess).
It would difficult to know what to do in these situations because your choices are going to be limited to doing nothing and letting them get away with it or going vigilante and possibly exposing yourself to legal risk.
You could inform law enforcement but they are likely to either do nothing or decide to arrest you instead (I knew someone who had the police come to his house and confiscate his computer for over a year because a fellow student saw him using DOS prompt on a school computer and decided to report him for "hacking").
He had a habit of rubbing people up the wrong way, bragging about being having 'leet' computer skills (he didn't) and doing idiotic things like mass net sends at school so I'm sure it was in many ways his fault. Does show how paranoid the police can be about "hackers" though.