Combine broccoli, corn, tomatoes, onion, and pepper; set aside. Prepare sauce according to package directions, except use only 2 tablespoons margarine or butter. Stir 1/2 cup of sauce into vegetables. Cover and chill remaining sauce.
Brush one sheet of phyllo with some of the margarine. Keep remaining phyllo covered with a damp cloth. Top first sheet with another phyllo sheet; brush with margarine. Repeat with remaining phyllo and most of the margarine.
Spoon filling along one of the long sides of the phyllo stack in a 3-inch-wide strip, to within 1 inch of the edges. Starting from long side with filling, roll up jelly-roll style. Fold ends under. Place, seam side down, in an ungreased shallow baking pan. Brush with remaining margarine. Score top into 12 pieces. Bake in a 425 degree F oven for 18 to 20 minutes or until golden. Cool slightly.
Heat and stir remaining sauce over very low heat. If necessary, thin with milk. Slice the phyllo roll with a serrated knife. Serve with sauce.