In a saucepan, mix together molasses, water, brown sugar, fennel, and salt. Bring to boiling point, then gently cook, uncovered, for 5 minutes. Remove from heat and add shortening. Let stand until lukewarm.
Dissolve yeast in 1/2 cup lukewarm water. Add cooled molasses mixture and mix well. Stir in the rye flour. Beat until smooth. Cover and let rise at room temperature overnight, about 9 to 10 hours.
In the morning add 5 cups white flour, and place remaining 1/2 cup on a pastry cloth or board for kneading. Turn out the dough and knead until smooth and elastic. Place in greased bowl, cover, and let rise until double in size, 2 to 2 1/2 hours.
Cut dough in half and shape into 2 loaves (round is more traditional). Place in 2 greased 9 inch pie pans. Cover with a clean cloth and let rise until light, about 2 hours.
Preheat oven to 350 degrees F.
Bake for 45 to 55 minutes. Remove and brush tops with melted butter.