If you must use ice, don't just use regular ice

Using a large spherical ball of ice to chill your sipping rum is a great idea. It melts much more slowly, allowing your rum to chill without watering it down.

I highly recommend getting a mold. There are a few options (amazon is your friend, use him) that you can choose from however its a pain to make a ball of ice at a time. I recommend buying a few molds, freezing them and saving them in a ziplock freezer bag.

This is the  mold i'm currently using for the large ice ball

This is the mold i'm using that is slightly smaller but can add some decorative value in a high ball glass