Prepare & bake the cake according to package directions, using a greased 12X9 inch baking pan. Cool. In a bowl, whisk together milk and pudding mix: let stand to thicken. Stir in pineapple. Spread over cake. Prepare whipped topping mix according to package directions; set aside. In a mixing bowl, beat cream cheese, sugar and vanilla until smooth. Beat in 1 cup whipped topping. Fold in remaining topping. Spread over pudding. Sprinkle with coconut. Cover and refrigerate for 3 hours or overnight. NOTE: When making a two or three layer cake, double topping ingredients. DO NOT put topping or coconut in between layers. Pudding/pineapple mixture should go in between layers and on top layer. Topping should cover all sides and top. Coconut should go on top of cake only, not on sides.