Naxsi Web Application Firewall

My website was hacked and injected Malware one week before. Google blacklisted my website. I am running my website with Wordpress Nginx with Fastcgi-Cache Purge module enabled. I have installed Nginx Helper plugin. I was looking for a solution and found Naxsi WAF (Web Application Firewall) can help to secure wordpress under nginx. Any body know how to install (Complie) Naxsi with Nginx Fasct CGI Cached Purge enabled on Ubuntu Server.