Crumble the biscuits into small pieces in a large bowl.
Melt the butter on low heat. After it's melted, add the sugar, rum and cocoa to it. Stir constantly until you obtain a smooth cream.
Sprinkle the crumbled biscuits with the milk and stir.
Next add the butter cream and coarsely chopped walnuts.
Stir and pour the mixture into a cake form.
Leave for a few hours in the fridge.
Decorate as desired on top.