Wrap the beets in foil and roast them in an oven, at about 350 degrees F. Place the olive oil in a saucepan and sauté the onions with the fennel seed. When the onions start to become translucent and soften, add the chopped fennel and the water. Keep cooking, over medium to medium high heat, until the fennel is quite soft. Then, add the beets and broth! Bring to a boil, then immediately reduce the heat and simmer for 15 minutes. Take this tasty soup and puree it in a blender until it is nice and smooth. Then, add in the orange juice!