Divide into (3) 8 or 9 inch greased and floured cake pans.
Bake according to box directions.
Cool cakes on wire racks while making frosting.
While cakes are baking and cooling, soak the pineapple with the rum for about 30 minutes.
Mix in pudding and let sit until in a gelled state.
Whip the two pints of heavy whipping cream (put metal mixing bowl in freezer along with beaters before whipping. For best results-I also put pints into freezer for several minutes before whipping too.)
Whip cream until firm-watch it so it doesn't become butter-that's going too far!
Carefully fold the pudding mixture into the whipped cream.
Toast the coconut in oven til lightly browned.
Alternate layers of cake with thick layers of whipped cream.
Garnish with toasted coconut and cover with plastic wrap.
Refrigerate until the next day. (I have found that if you do not wait and let these flavors meld for at least 8 hours, you end up taking a bite of cake and frosting that has pieces of pineapple loaded with rum, and just doesn't taste good!).