1. In a mixing bowl, combine warm water, sugar, and yeast. Let it sit for 5 minutes until frothy.
2. Add flour, fennel seeds, orange peel, salt, and olive oil. Mix until a dough forms.
3. Knead the dough for about 10 minutes until smooth and elastic.
4. Place the dough in a greased bowl, cover, and let it rise for 1 hour or until doubled in size.
5. Preheat the oven to 375°F (190°C). Punch down the dough and shape it into a loaf. Place it in a greased loaf pan.
6. Bake for 35-40 minutes or until the bread is golden brown and sounds hollow when tapped.
7. Let the bread cool in the pan for 10 minutes, then transfer to a wire rack to cool completely.