word usage - Is the use of 'that if' discouraged?

Is the use of that if discouraged or even wrong? This may be a weird question, but in Dutch the use of dat als, literally that if, is considered an error.

So, for example, is the following sentence wrong?

She told me that if a fire breaks out, I should immediately call the fire department.

Would the following sentence be better?

She told me that I should immediately call the fire department if a fire breaks out.

Answer

So, for example, is the following sentence wrong?

"She told me that if a fire breaks out, I should immediately call the fire department."

No, this is completely acceptable usage in American English and, at least to my ear, is preferable to the alternative you suggested, although I cannot tell you why, other than that it sounds more natural and immediate to me.