Clean & trim shrimp & make 1/4-inch-deep incision on the top of each one (the side without the feet) from tail to head, then under cold running water, open the incision & wash away any brownish-black matter (including the thin, dark vein).
In a large nonreactive) stainless steel or glass bowl, combine lime juice, pineapple juice, rum, cilantro & garlic, then salt & pepper to taste.
Add shrimp, cover the refrigerate, allowing shrimp to marinate for as least 2 & not more than 3 hours.
Remove shrimp from the marinade & set the shrimp aside, discarding everything else.
Run a skewer through each shrimp, skewering it in the tail area & also in the thicker, upper area, fitting 8 shrimp on a 10-inch skewer. IF USING WOODEN SKEWERS, DO NOT LEAVE ANY GAPS BETWEEN THE SHRIMP!
Place shewered shrimp on the grill over medium-high heat & grill about 3-4 minutes on each side, until the shells turn bright red & the meat is an even, opaque white.
Remove shrimp from the grill & serve on a bed of Mango Lime Relish, either skewered or not, as you prefer.