To change the priority of an outgoing mail message
When you send a high-priority message to someone, it arrives in the recipient's Inbox with an "alert" icon next to it (usually an exclamation mark) so that he or she knows it is important or should be read immediately.
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In the message window, click the Tools menu, point to Set Priority, and then click a priority option.
Note
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This setting changes the priority only for the current message.