SAPE link injection into website

I currently have a WordPress website that has been updated to latest version 4.1, also latest theme installed.

The problem is this SAPE Russian link network that is injecting malware code into the footer.php. Have found the main source code under.. images/cache/'._SAPE_USER.'/cache.php'

I delete the file, even set no write permissions to the footer.php file and still these links manage to appear. Has anyone had experience getting rid of these links. Help would be appreciated cheers.