Preheat oven to 350°; place oven rack in lower third of oven; spray the bottom only of a 13 x 9 inch pan with cooking spray.
In a bowl, mix the brownie mix, oil, water, and 2 eggs with a wooden spoon until must blended and all dry ingredients are moistened; spread batter evenly into prepared pan.
In another bowl, beat the cream cheese with an electric mixer on medium until smooth.
Beat in vanilla and remaining egg until thoroughly blended.
Spoon cream cheese mixture over brownie mixture in pan (need not cover completely); dollop with spoonfuls of caramel topping.
Cut through mixture with knife several times for marbled design; sprinkle with pecans.
Bake 32-35 minutes or until toothpick comes out clean or almost clean; do not overbake.
Transfer to a wire rack and cool completely; cut into squares; store in refrigerator.