Preheat oven to 300 degrees. Grease a 13X9X2" pan. Reserve 1 cup dry cake mix for filling.
For crust, mix together remaining dry cake mix, 1 egg and oil (mixture will be crumbly). Press mixture on bottom and 3/4 way up sides of pan.
For filling, blend cream cheese, sugar and cocoa in large mixer bowl. Add remaining 3 eggs and reserved 1 cup cake mix. Beat 1 minute at medium speed. Turn to low speed. Add milk and vanilla extract, mixing until smooth. Turn filling into crust.
Bake at 300 degrees for 55 to 65 minutes or until center is firm. Cool to room temperature. Spread cool whip over cheese cake. Refrigerate at least 1 hour before serving.