Preheat oven to temperature indicated on box. Grease a 9x13 inch pan.
Prepare the brownie mix as directed by manufacturer and add a half can of pumpkin.
Reserve 1 cup of the brownie-pumpkin mix and set aside. Spread the rest of the brownie batter evenly into the prepared pan.
Using an electric mixer, beat together the cream cheese, pumpkin, egg, vanilla and sugar until smooth. Pour the cream cheese mixture on top of the brownie batter and entirely cover the brownie layer making it smooth and even.
Sprinkle the chopped Milky Ways and Rolo's over the the pumpkin-cheesecake layer.
Drop spoonfuls of the 1 cup reserved brownie-pumpkin mix onto the Milky Way-Rolo and swirl together using a knife or skewer.
Bake according to manufacturer's instructions (approx 30-35 mins). Brownies will be done when a toothpick inserted comes out clean. Cool in the pan, then cut into bars and serve.
Keep refrigerated when not serving.