Heat oven to 375°F Grease bottom only of 13x9-inch pan with shortening or cooking spray. Make brownie mix as directed on box, using water, oil and eggs. Pour half of batter into pan.
In small bowl, stir remaining ingredients except powdered sugar until smooth. Drop cheese mixture by spoonfuls onto brownie batter. Pour remaining brownie batter over cheese mixture. Swirl cheese mixture through brownie batter with knife for marbled design.
Bake 30 to 35 minutes or until toothpick inserted 2 inches from side of pan comes out clean or almost clean; cool. Sprinkle with powdered sugar. For brownies, cut into 6 rows by 4 rows. Store covered in refrigerator.