Drain and reserve the juice from the oranges. Prepare cake mix according to directions on box, substituting the reserved orange juice in place of the water. Fold oranges into the mix and pour into a 9x13 greased baking dish. Bake according to directions on the cake mix box. Cool cake completely.
Make frosting by mixing the instant vanilla pudding with the crushed pineapple, then folding into the tub of Cool Whip.