Heat oven to 350°F. In large bowl, cut margarine into cake mix with fork or pastry blender until crumbly. Sprinkle evenly over bottom of ungreased 15x10x1-inch baking pan; press lightly.
Sprinkle with butterscotch chips, chocolate chips, coconut and nuts. Pour sweetened condensed milk evenly over all ingredients.
Bake at 350°F. for 20 to 30 minutes or until light golden brown. Cool 45 minutes or until completely cooled. Cut into bars.