Heat the oil in a large saucepan and add the celery, onion and garlic. Cook over medium-high heat for 2-3 minutes, stirring occasionally.
Add the wine and bring to a boil. Reduce the heat and add 1 cup of the broth and the rice, Worcestershire sauce, salt and pepper. Simmer until the broth has been absorbed.
Add 1 cup of broth. Simmer until the broth has been absorbed. Continue adding the broth and simmering the rice. When the last cup of broth is added, include the lobster, shrimp and parsley. Simmer for 10 minutes, or until the rice has almost completely absorbed the broth and the seafood is cooked through.