Rinse beans, and then soak in a large pot of water overnight.
Heat oil in a skillet over medium heat. Cook onion, bell pepper, celery, and garlic in olive oil for 3 to 4 minutes.
Rinse beans, and transfer to a large pot with 6 cups water. Stir cooked vegetables into beans. Season with bay leaves, parsley, thyme, Cajun seasoning, cayenne pepper, and sage. Bring to a boil, and then reduce heat to medium-low. Simmer for 2 1/2 hours.
Stir sausage into beans, and continue to simmer for 30 minutes.
Meanwhile, prepare the rice. Bring water and rice to a boil in a saucepan. Reduce heat, cover, and simmer for 20 minutes. Serve beans over steamed white rice.