"I do not want that they melt."
Translation:En halua, että ne sulavat.
Definitely awkward English. No one would ever say it that way.
"I don't want them to melt" would be what people would say.
However, if you want to sound EXTREMELY formal, you could also say, "I don't want that they should melt." That totally works, but it sounds super fancy.
I have noticed on several occasions that phrases of this kind in Finnish are given a very literal English translation. The natural way of expressing the meaning in English is to say "I do not want them to melt". The phrase "I do not want that they melt" is not something that would ever be spoken or written in English.