In a large bowl, mix together 2 cups all-purpose flour, the rye flour, milk powder, yeast, sugar, salt, caraway seeds, dill seeds, and dill weed.
In a saucepan, heat together the water and shortening until it reaches 120° to 130°.
Add the liquid to the flour mixture and beat for 3 minutes.
Stir in enough remaining all-purpose flour to form a soft dough that pulls away from the sides of the bowl.
Turn out the dough onto a floured work surface and knead for 8 minutes.
Place the dough into a greased bowl, turning the dough so the entire surface is greased.
Cover and let it rise until doubled, about 1 hour.
Punch down the dough and let it rest, covered, on a lightly floured surface for about 10 minutes.
Divide the dough in half and form 2 round loaves.
Place the loaves onto 2 greased baking sheets, cover, and let the bread rise for about 35 to 45 minutes.
When ready to bake, make 3 shallow slashes across the top of each loaf with a sharp knife.
Bake in a preheated 375° oven for 30 to 35 minutes or until done, exchanging position of the pans halfway through baking if the pans are on separate racks in the oven.