Swedish rye bread is an absolute tradition in my family- a deep, molasses-enriched, mixed grain rye bread that stands at the top of its class.
In a tall glass, dissolve yeast and sugar in 1/4 cup warm water. Let sit until foamy and activated, 5-10 minutes.
Bring liquid ingredients to a light simmer in a medium pot, just until the shortening dissolves. Let cool completely.
In a large mixing bowl, combine yeast mixture, liquid ingredients and rye flour until just incorporated.
With a wooden spoon or by hand, begin mixing in the all-purpose flour. You will need 6-7 cups, depending on factors such as local humidity. You will know you are done when your dough is no longer sticky and holds its shape.
Lightly flour a flat surface. Knead dough for ten or so minutes - you'll be tired! Your dough is done when it springs back after being punched.
Grease a large bowl with shortening and place your dough inside to rise. Cover with a kitchen towel AND a quilt or other heavy blanket. Let rise in a warm area until doubled in size, approximately 2 1/2 - 3 hours. (Longer at high altitude where I live!)
Grease 3 loaf pans with shortening. Cut dough into 3 equal pieces and shape to fit in pans, making sure to knead when necessary to eliminate air pockets.
Let rise, covered in both a kitchen towel AND a quilt or other heavy blanket, until more than doubled in size and rising taller than the loaf pans - another 2-3 hours. Remove the quilt, (leaving the loaves covered in the kitchen towel) after the first hour.
Preheat oven to 375 degrees F (190 C). Bake for 45 minutes. (When done baking, the loaf pans will sound hollow when thumped!) Remove from loaf pans immediately after baking, and rub each side lightly with a stick of butter. Let cool.