1. Preheat your oven to 350°F (175°C). Grease a 9×13-inch baking dish with butter or non-stick spray.
2. In a large bowl, combine the cake mix, melted butter, and one egg. Mix until well blended, then fold in the chopped pecans.
3. Press this mixture into the bottom of the prepared baking dish, creating an even layer.
4. In another bowl, beat the cream cheese until smooth. Add the remaining eggs, one at a time, mixing well after each addition.
5. Gradually add the powdered sugar and vanilla extract to the cream cheese mixture, beating until smooth and creamy.
6. Pour the cream cheese mixture over the cake base in the pan, spreading it evenly with a spatula.
7. Bake in the preheated oven for 40-45 minutes, or until the top is golden and slightly set. The center should still be a bit gooey.
8. Allow the cake to cool in the pan before slicing and serving.

Pro tip: Letting the cake cool completely before cutting helps it set better and enhances the flavors. This tip comes from years of watching my mom patiently wait before slicing into her creations.