In a small, heavy saucepan, bring the rice and 1 1/2 cups water to a boil. Cover, lower the heat and simmer for 18 minutes. Fluff the rice with a fork; cover to keep warm.
Meanwhile, heat a wok or large skillet over medium-high heat. Add 1 tablespoon oil, then the shrimp and curry paste and stir-fry until the shrimp are just cooked through, 2 minutes. Transfer with a slotted spoon to a large bowl. Add the remaining 2 tablespoons oil and the mushrooms to the wok and stir-fry for 2 minutes. Add the onion and bell pepper and cook for 3 minutes. Add the vegetables to the shrimp.
Add the coconut milk and fish sauce to the wok and boil until reduced by half, about 5 minutes. Return the shrimp and vegetables to the wok, add the peas and heat through. Serve the curried shrimp with the rice.