Prepare cherry, lime, and orange gelatin according to package directions. Chill each flavor in an 8x8- or 9x9-inch square pan until firm.
In a medium bowl, mix lemon gelatin with sugar and pineapple juice. Chill until partially set. In a large bowl, beat whipping cream until stiff peaks form. Fold in lemon gelatin mixture. Cut cherry, lime, and orange gelatin into 1-inch cubes, and gently fold into whipped cream mixture.
Line a 9x13-inch pan with lady fingers. Spread gelatin mixture into pan. Chill overnight.
