How do I just make a shape/border and then draw on it?

I was using the rectangle tool to make a border type thing for a comic book style thing. When I make a rectangle using the rectangle tool and fill and stroke things I can't continue to draw inside the placed rectangle. I get the message: Photoshop this shape layer must be rasterized before proceeding. Rasterize the shape?

When I click ok the entire layer turns black or the border thing goes away. How do I just make a shape and then draw on it?