Preheat the oven to 350 degrees. Grease a 13 x 9 pan.
In a bowl, mix together the cake mix, melted butter and 1 egg. Press it into the greased pan.
Drain the pineapple. Spread the pineapple evenly in the pan.
In a bowl, mix together the cream cheese, 2 eggs and 1 teaspoon rum or pineapple juice, until smooth. Slowly stir in the powdered sugar. Pour over the pineapple.
Sprinkle coconut over the top.
Bake in a preheated 350-degree oven for 45 minutes.
Cut into squares and serve.