In a bowl, dissolve lemon gelatin in 1-1/2 cups boiling water. Drain pineapple, reserving 2/3 cup juice; set juice aside. Stir pineapple into gelatin. Pour into a 2-qt. glass bowl. Cover and refrigerate until firm.
In a small bowl, combine cream cheese, mayonnaise and whipped topping; set aside. Sprinkle unflavored gelatin over 1/4 cup cold water; let stand for 1 minute. In a small saucepan, bring the reserved pineapple juice to a boil; stir in dissolved unflavored gelatin. Add to the cream cheese mixture; mix well. Carefully spread over the chilled lemon layer. Refrigerate until firm.
In a bowl, dissolve lime gelatin in remaining boiling water. Stir in remaining cold water. Chill until partially set. Beat with a portable mixer until foamy. Pour over cream cheese layer. Refrigerate until firm, about 3 hours or overnight.