In small saucepan over medium heat, combine coconut milk, curry paste and oyster sauce. Bring to a boil, stirring occasionally; boil 1 minute. Set aside.
Meanwhile, heat wok or large skillet over high heat. When hot, add oil. Add shrimp, stir-fry until cooked through and opaque in color; remove from wok.
Add vegetables to wok; stir-fry until tender. Add shrimp and curry sauce to wok; bring to a boil. Reduce heat and simmer 5 minutes. Remove from heat; stir in cooked rice.