Grease a 13x9x2 inch pan; set aside. Cut Rolo pieces in half crosswise; set aside.
Melt butter in small saucepan over low heat (watch carefully); set aside.
Combine dry cake mix and chopped nuts. Stir in melted butter and evaporated milk until blended. Spread half (about 1 1/2 cups) of mixture in prepared pan. Bake at 350 degrees for 15 minutes.
Remove from oven and immediately place Rolo pieces, cut sides down, onto warm crust. Drop remaining cake mixture by teaspoonfuls evenly over Rolo's in pan. (Do not spread.) Bake at 350 degrees for 25 to 30 minutes or until lightly browned. Cool completely before serving.