The difference is slight, but detectable, although you may expect disagreements among speakers in matters like this. According to my own (non-native) intuition, "Don´t hurry" is right when you want to tell your interlocutor to do something rightaway but in a leisurely (hence, relaxed, safe, reliable) way. "Don´t be in a hurry [to do X]" rather sugests "take things easy", "let this matter cool down", "think over this course of action and possible alternatives before embarking on X", "do not rush into doing X (as I cannot assure you it is the best course of action open to you). In other words, the former tells you to do something rightaway, but without running any risks for reasons of speed; the second tells you NOT to do X before thinking carefully about whether doing X is the most sensible course of action in the circumstances. :-)