Heat oven to 180°C (160°C for dark or nonstick pan). Grease and lightly flour 13x23cm pan, or spray with baking spray with flour.
In large bowl, beat cake mix, oil, eggs and sour cream with electric mixer on low speed 30 seconds, then on medium speed 2 minutes, scraping bowl occasionally. Spread half of the batter in pan.
In small bowl, stir together brown sugar, walnuts and cinnamon; sprinkle over batter in pan. Carefully spread remaining batter evenly over walnut mixture.
Bake 44 to 48 minutes or until deep golden brown. In another small bowl, stir powdered sugar, milk and vanilla until thin enough to spread. Prick surface of warm cake several times with fork.
Spread powdered sugar mixture over cake. Cool completely, about 1 hour. Store covered.