What do you mean by "transactions priority"?
For example, suppose there are two distinct and concurrent transactions to execute in the Applications Server, so it might choose first one which to execute because that transaction have higher priority than the another transaction.
The idea is i could assign more priority (it means that Applications Server choose it first) to ones transactions than another by configuration or by programming.
There is no direct support for this within JBossTS, but you could implement it within your application. After all, it's the application that is dictating the priorities in the first place (at least from the sounds of it).