Preheat oven to 375 degrees F (190 degrees C). Grease cookie sheets.
In a medium bowl, beat together the shortening, water, and eggs. Add the cake mix, and mix until smooth.
Roll the dough into walnut sized balls, and roll the balls in the confectioners' sugar. Place cookies 2 inches apart on the prepared cookie sheets. Bake for 10 minutes in the preheated oven. These are best served the same day, as the confectioners' sugar becomes absorbed by the cookie giving it a pasty look. This can be fixed by dusting the cookies with sugar again.
