Peel the melon and remove the pips, reserving these. Chop the melon flesh. Peel zest of lemons and squeeze juice. Tie lemon zest and pips and melon pips in a muslin bag and put into a preserving pan with the melon. Cook very gently until the melon is tender, about 40 minutes. Remove the muslin bag, squeezing gently to extract the pectin, and add the lemon juice and sugar. Cook over a low heat until sugar is dissolved, then boil rapidly until setting point is reached. Pour into hot sterilized jars and cover tightly.