Bake cake according to directions in a 9 x 13 inch pan. While cake bakes, bring pineapple and sugar to boil; cook over medium heat stirring until mixture is syrupy (about 10 minutes). When cake is done, remove from oven and poke holes all over with large fork; pour pineapple mixture on top. Spread to cover entire cake. Cool completely.
Mix pudding with milk and beat until thick. Spread over entire cake. Mix Cool Whip and coconut together; spread over entire cake. Refrigerate! Cake is better made at least 24 hours before serving.
