In a dry skillet, fry the okra until lightly browned, and set aside. This takes the slime out of the okra.
In a separate skillet, brown the flour and the oil, stirring constantly, until it is a very dark brown (almost burnt). Don't be nervous, a very dark roux is the secret to good gumbo. When the roux is dark enough, immediately add the onion, capsicum, celery and tomatoes and saute for 10 minutes, stirring constantly. Add the okra water and spices bring to a boil, lower to medium heat and cook for 45 minutes. Hot water mixes more easily with the roux.
Serve over rice and sprinkle each bowl with about 1/4 teaspoon file.