Briefly, both are insect pollinated (as is squash), so you have to keep the bugs from flying between flowers. And then hand pollinate. With squash, the traditional method is to bag or tie shut the female flowers the night before they open, then gather pollen (on you finger or a brush) from the males, and do the deed manually. Then you tie the female back up and hope for the best.
I have had success with a similar method with sunflowers, and I assume it would work with the carrot family too. I don't think that dill or fennel are dioecious, that ought to make it easier.
Distance won't make a difference in the average small garden. In the Williamette valley, farmers have never kept carrot seed, because of the prevalence of Queeen Anne's Lace (wild carrot), and always bought carrot seed from the east ide of the mountains.

I don't know about fenel and dill cross pollination, but cukes and squash won't. They aren't even in the same plant family, not to mention nowhere near the same genus. It would be like crossing a human with an elephant.

I don't think that dill and fennel are even the same species, which means that they won't cross pollinate anyway. Cukes and Zuchs won't cross but zuchs will cross with certain other squashes and not others. There are three commonly grown species of squash. For instance you can grow zuchs, butternuts and butterbush at the same time and none of them will cross with each other because they are all members of different squash species. That's what I do except I grow crooknecks instead of zuchs because they taste better. You should confirm what you hear from second or third sources. There are online resources for seed saving, or I like the book "Seed to Seed". It's worth having as a reference.

Thanks for the information! I most definitely did not get just cucumber and zucchinis, they were a weird combination thereof. It was Lemon Cucumbers if that makes any difference and some of them were quite different from the rest. Just saying what I ate.

there is a specific amount of distance that is generally considered far enough. The folks at Johnny's seeds will probably be able to tell you. I think it is further than 10 or 25 feet, so maybe a better option for you would be to grow one this year and the other next year, or if it were me I would grow the fennel and buy dill at the farmer's market (do you have those where you are?) OR another option is to put the dill in a place that isn't technically a garden, as it is attractive as a landscape plant in a perrennial garden and can be sort of guerrilla gardened in that way.

make a quick frame out of 2x2's and reemay to put over the plants when they are about to blow their load

squash and zuchs you can hand pollinate and tape the flowers shut to exclude foreign pollen