Peel shrimp. Make a shallow cut lengthwise down back of each shrimp; wash out vein. Cover and refrigerate.
In 3-quart saucepan, melt butter over medium heat. Cook onions, bell peppers, celery and garlic in butter about 10 minutes, stirring occasionally, until onions are tender.
Stir in remaining ingredients except rice and shrimp. Heat to boiling; reduce heat to low. Simmer uncovered 10 minutes.
Stir in shrimp. Heat to boiling; reduce heat to medium. Cover and cook 4 to 6 minutes, stirring occasionally, until shrimp are pink and firm. Remove bay leaves. Serve shrimp mixture over rice.