To get to this page, go to Settings → Header Processing → Receipts/Urgent Messages → Urgent Messages tab
VPOP3 can inspect messages which are put into the VPOP3 Outqueue, and trigger an immediate connection if an 'urgent' message is sent, without having to wait for the next scheduled connection. Note that when it does this, VPOP3 will send all waiting messages, not just the urgent messages.
As there is no standard header field defined to indicate an 'urgent' message, VPOP3 allows customisation of the headers to detect. The defaults (shown above) work with most common email clients.
The Connect Immediately for Priority Messages option tells VPOP3 to connect immediately if an outgoing message is sent with a message header which matches one of the Priority Header fields.
The Priority Header fields are checked, the field data is searched for using a case sensitive substring match. For instance, the above checks would match X-Priority: 1 (important), because the X-Priority: 1 check would match the 1 data in the header.