Heat oven to 350°F. Grease bottom only of 13x9-inch pan with shortening or cooking spray; lightly flour.
In large bowl, beat cake mix, water, oil and eggs with electric mixer on low speed until moistened, scraping bowl occasionally. Beat on high speed 1 minute, scraping bowl occasionally. Spread batter evenly in pan. Sprinkle pecans evenly over top.
Bake 30 to 40 minutes or until toothpick inserted in center comes out clean. Spoon marshmallow creme evenly over top of hot cake; return to oven for 30 to 60 seconds or until soft. Carefully spread marshmallow creme to cover cake.
In small bowl, mix frosting and enough milk until smooth and spreading consistency. Drop frosting by spoonfuls onto cake; spread gently to cover, then lightly swirl to marble. Cool cake completely, about 1 hour.