Combine puddingmix, eggnog, milk and nutmeg in pan. Cook and stir over medium heat until mixture comes to a full boil; remove from heat; add rum if desired and cool 5 minutes, stirring twice. Pour into pieshell. Cover surface with plastic wrap. Chill at least 3 hours. Garnish with coolwhip and pecans or other nuts or just a little nutmeg sprinkled on coolwhip.