In an electric mixer or mixing bowl, add in the cake mix, pudding (is using), and vanilla. Replace the same amount of oil on the directions with the melted butter (If the directions call for ½ cup of oil, then replace with ½ cup of butter instead). Then replace the same amount of water on the directions with the milk (If the directions call for ⅓ cup of water, then replace with ⅓ cup of milk instead). Add to the bowl and mix according to the directions.
Evenly pour the batter into a 9x13 cake pan or baking dish. Bake at 350 for 25-30 minutes or until a toothpick comes out clean in the center. Remove from the oven and let rest for 10 minutes. Then with a fork, poke multiple holes throughout the cake.
While the cake is cooling, whisk together the jello, hot water and cold water in a bowl until well combined. Then with a spoon, evenly distribute the mixture over the cake. Make sure the entire cake is coated.
Cover the cake pan with foil or saran wrap and refrigerate for 3-4 hours or overnight.