Bake cake in 13x9 pan according to package instructions. Allow to cool.
Combine pudding mix with milk.
Add pudding mixture to cake. An easy way to do this is to use a large candy decorating bottle to squeeze the pudding mixture directly into the holes in the cake.
With a handheld mixer, cream together the cream cheese and powdered sugar. Add in the milk and mix until smooth.
Crush 6 Oreo cookies and add to the cheesecake mixture. Spread the cheesecake mixture over the top of the cake.
Spread whipped topping over the cheesecake layer, and then crush up the remaining Oreo cookies and sprinkle them over the top of the cake.