There are two major kinds of priority or Quality Of Service (Qos) mechanizems : Queuing (hope I spelled that right) and Windowing
Queuing methods are typically at a router, firewall or similiar device. alas this solution is impossible to avaide. On the other hand, Windowing is actualy done by intercepting packets, (much like sniffing) , changing the TCP window size thus fooling the session peers into thinking the connection is bad, effectivly causing them to reduce transmition speeds. You can aviod part of the effect by changing the window size in your OS to be static instead of the default which is dynamic. in windows it is done in the registry, and there are all kind of tweaker proggies that do this for you ( with modems in mind ofcourse ).

there are several well known packet shapers for those of you who are interested :

www.packeteer.com
www.net-reality.com