This may provide more background on the issue:http://msdn.microsoft.com/en-us/library/ee488350.aspx
So, apparently, only thread priorities from 248 to 255 are possible if the provided constants are used.
As a temporary workaround, you could try to pass a lower priority to HTTPServerParams, by casting an integer value with the desired priority to Thread::Priority. Not sure if these will work with SetThreadPriority, though (the MSDN documentation is not clear on this, especially pre WinCE 7).
Alternatively, you could redefine the thread priorities in Thread_WinCE.h to those for CeSetThreadPriority (see http://msdn.microsoft.com/en-us/library/ee488041.aspx
) and replace calls to SetThreadPriority with CeSetThreadPriority. The latter may be a good longterm solution, if it works.