They're called Rolo Cookies. It's such a simple recipe, and is actually very inexpensive to make. You can find the original site here, at Six Sisters' Stuff. You should check out the rest of their website, too. They're very crafty!
Anyways, I just made these cookies and had to share. SO good!
1 pkg. Rolos
1 Devil's Food cake mix
1/3 cup oil
Mix cake mix, oil, and eggs. Take a small ball of dough and form it around the rolo. Place on greased cookie sheet and bake at 350 for 7-8 minutes. It makes about 3 dozen. Sprinkle with powdered sugar. Devour.