Preheat oven to 350 degrees F (175 degrees C). Grease a 9x13 inch pan. In a large bowl, combine cake mix, 2 eggs, melted shortening, milk and chopped pecans. Mix with fork or at low speed of electric mixer until cake mix is moistened. Turn into pan. Spread evenly. In a large bowl, beat cream cheese until smooth. Beat in 2 eggs, confectioners' sugar and vanilla until smooth. Spread evenly over cake base.
Bake in preheated oven for 35 minutes. Edges and top wil be light goden brown and will have a slightly shiny appearance. Cool completely, then cut into squares.
