Preheat oven to 350 degree F. Grease a 9x13 baking pan.
To make streusel: In a medium bowl, combine graham cracker crumbs, pecans, brown sugar and cinnamon. Set aside.
To make cake: In another medium bowl, combine cake mix, water, oil and eggs. Using the electric mixer, beat this mix on low speed until smooth and moistened.
Take your baking pan and pour HALF of the cake mix batter. Sprinkle half of streusel on the cake mix batter. Spread rest of the cake mix on top of streusel. Now take rest of the streusel and spread on the cake mix batter.
Bake for 35 - 40 minutes or until the inserted toothpick comes out clean. Let it cool on the wire rack.
To make glaze: Combine milk and powdered sugar and mix thoroughly. Spread evenly on the cooled coffee cake.
Tastes great if served warm, with hot tea or coffee.