In a large bowl,combine the cake mix,1 egg,and 1 stick melted butter, and stir until well blended. Pat mixture into prepared pan and set aside.
In a stand mixer,or with a hand mixer,beat the cream cheese until smooth.Add the remaining 2 eggs, and the cocoa powder.Lower the speed of the mixer,add the powdered sugar .Continue beating until ingredients are well mixed.
Slowly add the remaining 1 stick of butter.and the vanilla,continuing to beat the mixture until smooth .Stir in nuts with a rubber spatula.spread filling over cake mixture in pan .
Bake for 40 to 50 minutes. Be careful not to overcook the cake,the center should still be a little gooey when finished baking.Let cake partially cool on a wire rack before cutting into pieces.