I have to say, that depends on the contexts in which you're saying this sentence. 那件事情不用那么着急. You do not need to worry about that. (I agree with Nanren888 - Uncle 新西兰) But in some other situations it would mean "You don't need to be in a hurry to do that", or "There's no need to hurry."

You do not need to worry about that. There is no reason to worry about that. There is not reason to be anxious about that. Don't worry about that.

Don't worry so much about this matter.