Do you mean the prio parameter of HTB (which does not actually set a priority, but just influenced the way bandwidth is borrowed), or attaching a PRIO qdisc to a HTB class?
I've done the latter, if you want to have a look at the script, you can download it here:
http://www.metamorpher.de/fairnat/
I've tried my best to make the script readable and documented, so it can serve as example even to people who can't use this script directly due to different setup, so I hope it'll help you out.
I'm not a regular visitor of this board, so if I don't reply here to any questions you may have, feel free to send me a mail.
