Run the lime wedge around the rim of a thick, squat wineglass with a stem. Frost the rim of the glass with sugar.
Add rum and triple sec to the glass.
Tilt the glass slightly, and light the liquor with a match (if you have trouble lighting it, use two matches at once).
Holding the glass by the stem, rotate it slowly so the flame caramelizes the sugar all the way around the rim. This will take a couple minutes and the glass will become very hot. To extinguish the flames, add Kahlúa and coffee.
Garnish with whipped cream and nutmeg. Wait a minute or so before drinking, as the rim of the glass will be very hot.