Follow directions on cake mix, add box of dry vanilla pudding to cake mix. Pour cake in 9x11 pan, follow cooking instructions (about 35 minutes).
While waiting, cook pineapples with sugar until mixture blends together.
Pour can of condensed milk, and cream of coconut together. Stir until they blend together.
When cake is done, poke hole in hot cake, with a chop stick (or something that size) and pour milk ingredients over cake. Let cake set 5 minutes, and then add hot pineapples. Let cake cool and top with Cool Whip. Refrigerate.