While the cake is baking, combine pudding mix with powdered sugar, slowly mixing in all the milk. Set aside until cake is done.
Once cake is done immediately poke holes in the cake, at 1 inch intervals, all the way to the bottom of the pan, with the end of a wooden sppon.
Pour half of the pudding mix over the cake and into the holes. Allow the rest of the pudding to thicken a bit in the fridge and then "frost" the cake with the remaining mixture. Chill cake for an hour and then serve.