Prepare white rice according to package directions.
Meanwhile, heat oil in a large skillet set over medium heat; cook onion, garlic, and green pepper for 3 to 5 minutes or until slightly softened. Stir in Cajun seasoning, salt and pepper; cook for 1 minute.
Stir in butter; cook for 1 to 2 minutes or until melted. Whisk in flour; cook for 1 minute. Add broth; bring to boil. Reduce heat to medium-low; cook, whisking occasionally, for 5 to 8 minutes or until gumbo is slightly thickened.
Stir in sausage; cook for 5 minutes. Stir in shrimp; cook for about 1 minute or until pink and curled. Stir in parsley; serve over cooked rice.
For authentic Cajun flavor, look for andouille sausage at the supermarket.