In a medium saucepan, combine pudding mix, nutmeg, and eggnog. Mix well. Cook over medium heat, stirring constantly, until very thick and bubbly (10-15 minutes).
Remove from heat, and stir in rum. Transfer mixture to a large bowl, cover, and refrigerate for 1 to 1 1/2 hours, or until chilled completely.
In a medium bowl, add the heavy cream. Using a hand mixer, start mixing at the lowest speed, and then gradually increase speed to medium until the cream starts to get thicker. (The gradual progression prevents you from spraying yourself with cream.) Increase the speed to high and mix until you get thick, stiff peaks.
Remove the chilled pudding from the refrigerator and beat until smooth. Then, fold in the whipped cream.
Spoon the filling into the graham cracker crust. Sprinkle additional nutmeg over the top for garnish. Chill overnight before serving.