Combine crumbs and butter; press into an ungreased 8-in. square baking dish. Chill.
In a saucepan, combine cranberries, sugar and water; bring to a boil. Reduce heat and simmer for 20 minutes. Remove from the heat. Stir in pecans and marmalade; refrigerate until completely cool.
Meanwhile, combine cream cheese, confectioners' sugar, milk and vanilla in a bowl; beat until smooth. Fold in whipped cream. Spread over crust. Top with cranberry mixture. Refrigerate for at least 2 hours.