Sprinkle gelatin over cold water; let stand 1 minute.
Drain pineapple, and reserve juice; add enough water to juice to make 1 cup. Place juice in a 2-quart saucepan, heat to boiling; add gelatin mixture, stir until gelatin dissolves. remove from heat, stir in sugar, lemon juice and cream cheese, using a wire whisk to blend. Chill until consistency of unbeaten egg white, fold in pineapple chunks, orange, pecans and coconut.
Spoon mixture into a lightly oiled 1-quart mold; cover and chill until firm. Unmold on lettuce, garnish with lemon slices.