Combine first 6 ingredients in a shallow dish or heavy-duty zip-top plastic bag; add shrimp. Seal and marinate in refrigerator up to 1 1/2 hours, stirring occasionally.
Cook rice according to package directions, omitting salt and fat.
Heat a large nonstick skillet coated with cooking spray over medium-high heat; add shrimp. Cook 3 to 4 minutes or until shrimp are done, stirring occasionally. Stir in coconut milk, and cook 1 minute. Stir in cilantro. Serve over rice.