Cream the fat and sugar together until light and fluffy, then beat in the egg yolks.
Sift the flour and cocoa powder together over the creamed mixture. Beat in until evenly mixed.
Stir in the milk and rum. Whisk the egg whites until stiff and fold into the mixture.
Pour into a greased 1 litre (1 3/4pint) ovenproof dish.Bake in the oven at 180 C/350 F/gas mark 4 for 15 minutes until the top is set and spongy to the touch. This pudding will separate into a custard layer with a sponge layer. Serve hot.