Preheat the oven at 180xb0C. Butter two ramekins or oven-proof cups and keep aside.
Sieve all the dry ingredients for the cake into a medium bowl.
Make a well. Add the milk, melted butter, vanilla extract and rum. Whisk with a fork to mix.
Divide this batter equally between the two ramekins.
In a small bowl, mix the dry ingredients for the sauce with your fingertips.
Divide between the two ramekins, sprinkling this dry mix over the batter rather evenly.
Mix the rum into the cold water and pour the water equally over both the ramekins - on top of the spread dry mix layer. Do not worry about pouring water over the cake batter and sugar-cocoa layer. This will go to the bottom of the cake as it bakes and form the sauce part of the 'self saucing'.
Bake for 10 minutes. The cake will rise above and sink somewhat in the middle, because of the saucy layer at the bottom.
Dust with icing sugar and serve immediately.