Cook rice as directed on package; set aside covered.
Place a large skillet over medium heat; add oil. Chop onion, bell pepper, and celery; toss into the skillet. Cook for 5-7 minutes, then mince garlic and add to skillet as well; cook for 1 minute longer, stirring frequently.
Stir in sauce, tomatoes (do not drain), water, Worcestershire sauce, and cayenne (optional). Stir to combine and then bring to a boil. Reduce heat to a simmer, leave uncovered, and cook for 10-15 minutes. Stir occasionally as sauce thickens.
Add peeled and deveined shrimp; cook for 2-4 minutes until shrimp are pink and curled up.
Serve shrimp and veggies over rice with orange wedges on the side.