Preheat your oven to 350 degrees. Spray a 9x13 glass dish with nonstick cooking spray.
Using a mixer, combine the cake mix, one egg, and the butter. It will be a thick, stiff dough. Press it into the bottom of the baking dish.
In the same mixing bowl, mix together the cream cheese, two eggs, powdered sugar and vanilla until it is creamy. Pour it on top of the crust.
Bake 30-35 minutes. It will still be jiggly when you take it out of the oven. Cool completely before cutting into squares and serving.