Prepare and bake cake according to package directions for cupcakes, using paper-lined muffin cups. Cool for 10 minutes before removing from pans to wire racks to cool completely.
Meanwhile in a large bowl, cream shortening and sugar until light and fluffy. Beat in marshmallow creme and vanilla.
Cut a small hole in the corner of a pastry or plastic bag; insert a very small tip. Fill with cream filling. Push the tip through the bottom of paper liner to fill each cupcake. Frost with chocolate frosting.