In large bowl, sift together sugar, flour and cocoa. Add eggs. Add melted butter, vanilla and pecans. Pour mixture into 8x12-inch baking pan.
Line a roasting pan with a damp kitchen towel. Place baking dish on towel, inside roasting pan, and place roasting pan on oven rack. Fill roasting pan with boiling water to reach halfway up the sides of the baking dish. Bake 50 to 60 minutes or until firm.