Mix confectioner's sugar and cocoa powder in a medium sized microwave safe bowl, cut butter into pieces and place on top of mixture. Pour milk over mixture. DO NOT STIR. Place bowl in microwave and cook on high for 1 (one) minute; remove and stir mixture; stir in the vanilla and pecans; put back in microwave, cook on high for 1 (one) minute; remove from microwave, stir mixture until all the butter is melted, pour into small pan to set. Does NOT need to be refrigerated.