In a heavy saucepan, combine pudding mix, sugar and milk. Cook stirring constantly, over medium heat to softball stage (232° to 238°F). Remove from heat; cool 10 minutes. Add margarine and vanilla; beat until creamy and thick. Pour into greased 8 x 8 x 2-inch pan. Cool completely; cut into 1 x 2-inch pieces. Yield: 32 pieces