Mix together the cake mix, walnuts (optional), evaporated milk and butter. Spread half of the mixture into a 9×13 inch greased baking pan. Bake at 350 degrees for 15 minutes.
Meanwhile, cut 36 Rolos in half. Once the 15 minutes is up, place Rolos cut-side down over the crust. Spoon the rest of the batter on top by the teaspoon. Bake for 20 more minutes.