Blend the cake mix, 1 egg and the stick of melted margarine in a bowl to form a thick dough. Place the dough into a 9x13 inch pan and press it evenly onto the bottom. Set that aside.
Pre-heat your oven to 325F. In a large mixing bowl, beat the cream cheese until free of lumps then add the room temperature butter and cream them together. Add the eggs and vanilla, then add the powdered sugar, one cup at a time. Pour the mixture over the base and spread evenly. Sprinkle the pecans on top of the cream cheese mixture. Place in the center rack of the oven and bake for 45 minutes to 1 hour. The top should be golden brown.
Sit the cake pan on a cooling rack for about 30 minutes. Drizzle the top of the cake generously with your favorite caramel sauce. This cake may be served warm or cold. Please refrigerate any unused portions. Microwaving the leftovers is OK.