Mix together sugar, brown sugar, corn syrup, and half the can of milk in a saucepan. Bring to a boil. Add the rest of the milk and cook to firm ball candy stage (240 to 250F degrees on a candy thermometer). Add vanilla and pecans.
Pour into a greased 9 X 11 inch pan. Refrigerate for 3 to 4 hours.
Cut refrigerated sugar mixture into squares. Melt chocolate and paraffin over a double boiler. Then poke a toothpick into squares one at a time and dip into melted chocolate. Place squares on wax paper.