To Prepare Chocolate Crust: Combine all ingredients in a medium bowl; toss with a fork to moisten crumbs well. Pour mixture into a 9-inch pie pan and pat into bottom and sides of pan. Refrigerate at least 1 hour before filling.
To Prepare Filling: Combine marshmallows and milk in top of a double boiler over rapidly simmering water. Cook until marshmallows are melted (10-12 minutes). Remove from heat and stir in butter. Cool completely. Stir in rum and vanilla, blending well. Whip cream until it holds stiff peaks; fold into cooled mixture. Pour mixture into prepared crust. Refrigerate until completely set (about 3 hours).