From somebody who was a bartender in college....

the answer is a big YES to making Jello shooters with rum. You can do it with any hard liquor really, but if you want something REAL good...try THIS drink with Tequila Rose. It was one of the most requested drinks by women in the bar I worked at- BY FAR.
Silk Rose
1 oz Tequila Rose
1/2 oz Milk
1/2 oz Butterscotch Schnapps
1/2 oz Banana Schnapps
1/4 oz Half & half
Mix in shaker with ice and strain into small martini glass
Delicious...amd if you have an aversion to half-and-half, milk DOES work.