A question from Yahoo! Answers:
How do I make a message urgent?
Generally, marking a message urgent is simply wishful thinking.
When you mark a message as urgent in your e-mail program, it adds a “Priority:” header to the message before it sends it. Mail servers, however, are under no obligation to give this message priority, since RFC 4021 lists the “Priority:” header as “standards-track” rather than “standard”, meaning that mail servers may honor this request, if they are so inclined, but are free to disregard it, if they so choose.