Prepare and bake cake mix according to package directions for a 9x13 inch pan. When done, allow cake to cool and leave in pan. Preheat oven to 400 degrees F (200 degrees C).
In a large saucepan, combine brown sugar, flour, butter and egg. Cook over low heat for 3 minutes, or until thickened. Remove from heat and stir in pecans and vanilla. Spread over cake. Place in preheated oven for 8 to 10 minutes.