Heat oven to 325. Lightly grease 12x8 inch (2 quart) baking dish or 9 inch square pan. Reserve 1 of dry cake mix. In a large bowl, combine remaining cake mix and margarine at low speed until crumbly. Reserve 1 cup of crumb mixture. Press remaining crumb mixture in bottom of greased baking dish.
In same bowl, combine reserved 1 cup cake mix, cream cheese, orange segments, and eggs at medium speed until well blended. Stir in coconut. Spread over base. Sprinkle with reserved 1 cup crumb mixture. Bake at 325 for 30 to 40 minutes or until center is set. Cool completely. Refrigerate until serving time. Store in refrigerator.