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When we create your sitemap each time you publish, the page priority is set based on where it is in your site hierarchy. All of the pages linked in your main menu are set with a default priority, and any "subpages" which aren't included in the main navigation are given a slightly lower priority. For more information on creating subpages, please see our tutorial at http://www.synthasite.com/tutorials/c...
The page priorities are meant to give search engines like Google a nudge in the right direction, but are only a small portion of how they see your pages. It's common practice to only assign one or two priorities in a sitemap, which is why we've set up the process as I described above and not included a way to modify it. We will explore the ability to change this in the future.
I apologize for the warning you're seeing in Google, but please rest assured that it's just a notification and won't cause any sort of penalty for your site.
In general, the metrics I suggest looking at in Google's Webmaster Tools interface are the crawl statistics to see how long it's been since Google's crawled your pages and how many pages it's found.
I hope this helps explain things a bit further. Keep the questions and feedback coming - we use questions like this to help prioritize the features we add!