Prepare the cake mix according to package directions on a baking pan. Allow the cake to cool. Use the bottom of a wooden spoon to carefully poke holes into the cake.
While the cake is in the oven, prepare the lime Jello. Allow the Jello to cool. Pour the Jello over the top of the cake to fill the holes. Refrigerate the cake.
While the cake sets prepare the frosting. For the frosting, beat together the cream cheese and the butter until creamy. Slowly add in the powdered sugar one cup at a time. Add the vanilla.
Carefully frost the cake with the cream cheese frosting. Pour pie filling over the frosting. Refrigerate the cake until ready to serve.