Cook the bacon until crisp. Dice, add to the water and bring to a boil. Add the rice and 1/2 ysp. salt. Cover and cook slowly until rice is tender, about 15 minutes. Keep hot.
In a separate saucepan, heat the butter, add the celery and green pepper, and cook 3 or 4 minutes. Sprinkle the Worcestershire sauce over the shrimp. Dredge in flour. Add to the celery and green pepper and cook, stirring for 4 or 5 minutes.
Season with salt and pepper. Add the rice and bacon mixture and toss together.