This was one of the first things that bit me regarding quadcopters. I made the mistake of thinking that CW (clockwise) and CCW (counter-clockwise) meant the direction of rotation. This was an incorrect assumption.
I mounted my motors using this method, only to find that no matter how tight my props were installed, I would spin the securing nut off and lose a propeller.
----- SO ------
CW - This is the direction THE THREADING of the securing nut is when you are tightening the nut. i.e. Tightens in the CW direction
CCW - This is the direction THE THREADING of the securing nut is when you are tightening the nut. i.e. Tightens in the CCW direction
----- WHY? -----
To prevent exactly what happening to me. The actual motors are the same except for the reversed threading. Since these are servo motors, you can easily change the direction of rotation by swapping any 2 of the drive wires (3 wires). So you want the propeller to spin in the OPPOSITE direction of the threading so that the nuts will self-tighten. Without this, you'll just keep spinning nuts off.
So for my rig, I have things totally backwards. All my props will eventually spin off since none will self-tighten. The remedy is to swap the CW and CCW motors and reverse the direction of the spin.
Hope this helps the quad noobs out there like me. More face-palms yet come.
(runs back out in the backyard to try and find the missing securing nut.....)