Preheat oven to 350.
Spray a 13x9 pan with non stick spray.
Prepare cake mix as directed on package, using eggs, orange juice (instead of water) and oil.
Pour into prepared pan.
Bake for 30-40 minutes until cake springs back when touched.
Allow cake completely cool.
Using a skewer, poke small holes all over the cake, piercing all the way to bottom.
In a bowl, comine Jell-O and boiling water and stir until gelatin is completely dissolved.
Add cold water, mix well and slowly pour this mixture over the entire cake.
Cover and chill for 2 hours.
Combine the pudding mix, milk and vanilla and beat well.
Fold Cool Whip into the pudding mixture and use it to frost cake.
Cover and refrigerate for 4 hours.