Heat oil in a large pot over medium heat. Add flour and cook 4 to 5 minutes, stirring constantly, until lightly browned.
Add onion, green pepper, celery and garlic; cook 10 minutes, stirring occasionally. Add tomatoes, okra, kielbasa, bouillon, rice, cayenne and 10 cups water. Cover and bring to a boil over high heat. Reduce heat to medium and simmer 20 minutes with cover ajar. Stir occasionally.
Stir in shrimp and cook 2 to 3 minutes, until cooked through.