Bake cake as directed on package. As soon as cake is done, remove from oven and with the handle of a wooden spoon poke holes 1-inch apart but not all the way to the bottom of the pan.
After poking holes, mix up instant pudding, milk, and confectioners sugar. DO NOT MIX PUDDING MORE THAN 1 MINUTE, DO NOT OVER BEAT.
Pour 1/2 of the mixture into holes of the cake. Let remaining 1/2 thicken and then spoon onto top of cake for icing. Refrigerate cake. Serves 12-15.