Steven Horowitz, a guest gadfly at Agoraphilia, succinctly makes the case:
It may be that utilitarians don’t believe in natural rights, but one can be a utilitarian, in the broadest sense, and still argue that a particular set/bundle of rights will lead to the greatest good, or put better, will have consequences that (virtually) all will think are good. Or put somewhat differently, it may be that a system in which individuals have very strong rights is a system that generates the best consequences (i.e., is best from a utilitarian point of view).
For an elaboration of this point, see my series on “Practical Libertarianism.” Start with Part VIII. Practical Libertarianism — A Summary. The core of my argument for consequentialism is detailed in these parts: