In a large bowl, combine 2 cups all-purpose flour, rye flour, brown sugar, yeast, orange zest, salt and fennel seed. In a saucepan, heat the water, shortening and molasses to 120°-130°. Add to dry ingredients; beat until smooth. Stir in enough remaining all-purpose flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease top. Cover and let rise in a warm place until doubled, about 1-1/4 hours.
Punch dough down. Turn onto a lightly floured surface; divide in half. Shape into loaves. Grease two 8x4-in. loaf pans and sprinkle with cornmeal. Place loaves in prepared pans. Cover and let rise until doubled, about 45 minutes.
With a sharp knife, make three shallow slashes across the top of each loaf. Bake at 375° for 30-35 minutes or until golden brown. Remove from pans to wire racks. Brush with melted butter. Cool.
Editor's Note: Bread may also be shaped into two round loaves. Place loaves on two baking sheets that have been greased and sprinkle with cornmeal.