Dissolve the strawberry gelatin in 1 cup of boiling water. Stir in the cherry pie filling, then spread the mixture into a 7x11 inch pan, and refrigerate until nearly set, about 45 minutes.
Dissolve the lemon gelatin in 3/4 cup boiling water; stir in the lemon juice, and set aside. Mash the cream cheese in a separate bowl until soft, then stir in the mayonnaise. Pour the lemon gelatin into the cream cheese mixture and stir until smooth. Next, stir in the undrained pineapple. Finally, fold in the marshmallows and whipped cream. Spread the pineapple mixture over the chilled cherry layer, and sprinkle with chopped walnuts. Chill in the refrigerator until fully set, about 2 hours.