Heat 6-quart Dutch oven on medium-high until hot. Add sausage links and cook 8 minutes or until well browned, turning frequently.
Transfer sausages to plate to cool slightly, about 10 minutes. When cool, cut sausages into 1/2-inch- thick diagonal slices.
While sausages cool, discard all but 1 tablespoon drippings from Dutch oven. Add oil to Dutch oven and heat on medium. (If your sausages are very lean and you do not get 1 tablespoon drippings, add enough additional oil to drippings to equal 1/4 cup fat total.)
Gradually stir flour into drippings until blended, and cook 4 to 5 minutes or until flour mixture (roux) is deep brown, stirring constantly.
Add green pepper, onion, celery, and garlic, and cook 5 to 6 minutes or until all vegetables are tender, stirring occasionally.
Return sausages to Dutch oven; stir in broth, tomatoes, water, okra, bay leaf, oregano, thyme, and 1/4 teaspoon salt; heat to boiling on high.
Reduce heat to low; cover and simmer 30 minutes to blend flavors.
Meanwhile, prepare rice as label directs.
In medium bowl, toss shrimp with 1/4 teaspoon salt.
Add shrimp to Dutch oven; cook 2 to 3 minutes or until opaque throughout.
To serve, discard bay leaf. Serve gumbo in large bowls. Top each serving with a scoop of rice. Makes about 10 cups.