Mix cake mix, oranges in juice, eggs, and vegetable oil until oranges are broken up good and blended well. Pour into 2 to 4 8" round pans and bake at 350 degrees. (about 25-30 minutes for 2 pans, 15 to 20 for more pans) Remove from oven and cool on wire racks.
For icing, place pineapples with juice in a medium mixing bowl. Pour instant pudding mix on top, and mix together. Let sit about 5 minutes, then fold Cool Whip into the mixture. Ice cake, and store in refrigerator.
Added Bonus: any leftover icing can be slightly frozen and eaten like ice cream. YUM!