Cook rice in water as directed on package.
Meanwhile, heat oil in large skillet over medium-high heat until hot. Add bell pepper, onions, celery and garlic; cook and stir until crisp-tender.
Add all remaining ingredients except shrimp. Reduce heat to low; cover and simmer 40 to 50 minutes or until flavors are blended, stirring occasionally.
Add shrimp. Simmer an additional 10 minutes or until thoroughly heated. Remove bay leaf. Serve over rice.