CHOP shrimp into bite-sized pieces; place in medium bowl. Add potatoes, celery and onion; mix lightly.
MIX mayo, horseradish, ketchup, salt and pepper until well blended. Add to shrimp mixture; mix lightly. Cover; refrigerate at least 1 hour or until chilled.
ARRANGE lettuce leaves on chilled platter. Top with shrimp salad.