Eeks, I know what you mean! The stroke is wavy but the fill shape is still rectangular! That is odd. But understandable. Because you using the rectangle tool, the only thing your changing is the way the stroke behaves. But when you fill it it fills the shape, the rectangle. I agree that perhaps there should be an option to fill the shape's stroke but you can't.
So we've discovered that this is not a good way to achieve this.
You don't have illustrator.
That leaves the pen tool.
To aid you draw a guide, vertical, on the page.
Click once with the pen tool, move down the line again and click and drag it left about an inch either left or right at a roughly 45 degree angle. If you go left then go right for the next bit.
Move down the line and repeat until you have completed your wavy line.
When finished, click on the last point to move the control anchor to the point, then click out the right or left, depending on what way you want to finish this custom box.
Then click around until you've finished the box off.
On second thoughts, you should perhaps draw guides the size you want the box to be. That way at least the sides will meet up at 90 degree angles.