It's not in RFC2821 but sending a X-Priority might do the trick. Outlook Express seems to think a priority of 1 is urgent.

   $smtp->data();
   $smtp->datasend("To: postmaster\n");
   $smtp->datasend("X-Priority: 1\n");
   $smtp->datasend("\n");
   $smtp->datasend("A simple test message\n");
   $smtp->dataend();
[download]

Based on the Net::Smtp docs.

gav^