In a pot on the stove melt together the margarine and cream cheese. Remove from heat and add vanilla and confectioners sugar. In a separate bowl combine 2 packages of vanilla pudding with 3 cups of milk. Combine the cheese mixture with pudding mixture. Crush Oreos and place on bottom of 9X11 baking dish, pour wet ingredients on top and then placed more crushed Oreos on top of mixture Refrigerate for at least 3 hours or over night. Enjoy!