Combine crumbs and margarine; press onto bottom of 9-inch springform. pan. Bake at 350', 10 minutes.
Melt caramels with milk in 1.5 quart heavy saucepan over low heat, stirring frequently until smooth (or in a bowl in a microwave oven). Pour over crust.
Top with pecans.
Combine cream cheese, sugar, and vanilla, mixing at medium speed on electric mixer until well blended.
Add eggs, one at a time, mixing well after each addition.
Blend in melted chocolate pieces; mix well. Pour over pecans.
Bake at 350°, 40 minutes.
Loosen cake from rim of pan; cool before removing rim of pan. Chill.