Preheat oven to 350°F. Lightly grease a 13 x 9 x 2 inch baking pan.
In the bowl of an electric mixer, combine cake mix, egg and butter, and mix well. Pour into the bottom of prepared pan and set aside.
In the mixer, beat cream cheese until smooth; add pumpkin pie filling, eggs and vanilla. Dump in confectioner’s sugar and beat well. Reduce speed of mixer and slowly pour in butter. Mix well. Pour filling on top of cake mixture and spread evenly. Bake 40-50 minutes (You want the center to be a little gooey; so don’t bake past that point!). Remove from oven and allow to cool completely before cutting into squares.