after some additional analysis here is what i conclude.
modx is most probably not at fault, however the recent attacks will affect some of you (unfortunately).
phpfusion had a different kind of exploit (a problem with phpfusion).
this one - the malicious software affects all "index" and "default" files - not only the ones related to modx so it could have gained access by two ways:
1. by compromising FTP / Unix server
2. by compromising your FTP passwords kept in unsecure environment (firefox without "master password", total commander FTP, some other ftp clients etc.).
It appears that the second is more likely so I would advise all of you to scan your computers - and use the above tool to check your sites of course. By scanning your computers, don’t use "free" antivirus software (because they usually have a lot of false positives and miss on many viruses).
The worst thing you can do is to think you are not affected and ignore this warning, but that’s an arrogant way but still an option