In a large pot, heat oil and add onions, bell pepper, garlic, and okra. Cook over medium heat for 30-40 minutes, stirring frequently. The okra will be slimy at first, but once your cook it for a while, the slime will disappear. Add seasonings and stir. Add water, stir, and bring to a boil. Add roux, stir frequently, and make sure that roux dissolves completely. Boil for about 15 minutes. Add shrimp, and bring back to a boil. Turn off heat and let the gumbo rest for 20-30 minutes. Serve over white rice. Servers 6-8.