1. Heat oven to 350°F (325°F for dark or nonstick pan). Grease with shortening and lightly flour 13x9-inch pan, or spray with baking spray with flour.
2. In large bowl, beat dry cake mix, oil, eggs and sour cream with electric mixer on low speed 30 seconds, then on medium speed 2 minutes, scraping bowl occasionally. Spread half of the batter in pan.
3. In small bowl, stir together brown sugar, pecans and cinnamon; sprinkle over batter in pan. Carefully spread remaining batter evenly over pecan mixture.
4. Bake 44 to 48 minutes or until deep golden brown. In another small bowl, stir powdered sugar, milk and vanilla until thin enough to spread. Prick surface of warm cake several times with fork. Spread powdered sugar mixture over cake. Cool completely, about 1 hour. Store covered at room temperature.