Hey Julie, if you are planning on sneaking the rum on board, you will have to transfer it into a water bottle otherwise they will take it from you at the ship. If you don't want it to go directly to the ship, you can probably tell the store you will carry it back. Since our dollar is less in GC, you may get better prices in Belize or Hondurus. I've been to GC and typically get better deals on the other islands.
In regards to sneaking it onboard, we always bring a water bottle that has a cover/case and then put it in our bag/backpack. We have not had a problem yet, and have been on 7 Carnival cruises. When the bag goes through the xray machine, they will recogize a liquor bottle and will tell you to give it to a staff member and they will give it back to you before the end of the cruise. Good luck!!
Carnival Cruise Addict