Preheat oven to 180 degrees C. Grease one 23cm x 33cm baking pan.
Combine the cake mix and nuts. Stir in the evaporated milk and melted butter. Spread half of the cake mix mixture into the prepared pan.
Bake for 15 minutes. Remove from oven and immediately place Rolo pieces, cut side down, over hot crust. Drop remaining cake mix mixture by teaspoonfuls over Rolo pieces. Return to oven and bake for 25 to 30 minutes or until lightly browned. Cut into squares to serve.