In a large mixing bowl combine 2-1/2 cups of the all-purpose flour, the yeast, the 2 teaspoons caraway seed, and, if desired, fennel seed.
In a saucepan heat and stir the 2 cups milk, the brown sugar, molasses, butter, and salt just until warm (120 degree F to 130 degree F). Add the milk mixture to dry mixture along with orange peel. Beat with electric mixer on low to medium speed for 30 seconds, scraping bowl constantly. Beat on high speed for 3 minutes. Using a spoon, stir in the rye flour and as much of the remaining all-purpose flour as you can.
Turn dough out onto a floured surface. Knead in enough of the remaining all-purpose flour to make a moderately stiff dough that is smooth and elastic (6 to 8 minutes total). Shape dough into a ball. Place dough in a greased bowl, turning once to grease surface. Cover; let rise in a warm place until double in size (about 1 hour).
Punch dough down. Divide in half. Cover and let rest 10 minutes. Grease a baking sheet. Shape each half of dough into a round loaf. Place on prepared baking sheet. Flatten slightly. Cover and let rise in a warm place until nearly double (about 30 minutes). If desired, brush tops of loaves with a little additional milk and sprinkle lightly with additional caraway seed. Bake in a 375 degree F oven for 30 to 35 minutes or until lightly browned. Transfer loaves to wire rack; cool completely. Makes 2 loaves (32 servings).