As others have pointed out, you use materials in the container that have a higher melting point than the steel you want to melt.

A more interesting question is how do rocket nozzles not melt because they need to deal with both temps and pressures that will melt the materials they're made of in a matter of only seconds... And they need to do it in an environment that has no air to conduct away the heat...

Part of that answer is to use the cryogenic fuel as coolant before combusting it.