In mixing bowl, combine the first four ingredients; mix well. Pour into a greased 15-in. x 10-in. x 1-in. baking pan. Bake at 350 degrees F for 23-25 minutes. Cool on a wire rack.
In a saucepan, combine pudding mix, gelatin and milk; cook according to package directions for pudding. Cool. Cut cake into three 10-in. x 5-in. rectangles. Place one on a serving platter. Spread with half of the pudding mixture; repeat layers. Top with third layer.
In a mixing bowl, beat cream cheese and butter. Add vanilla; mix well. Add sugar and cocoa; beat until smooth. Frost top and sides of cake. Refrigerate until serving.