JMS message.setJMSPriority(int) not working

[Gerald Luckenbill]

Hi,
I am trying to set the priority of a message that is sent to a queue:
My code:
Message message = my_session.createMessage();
message.setJMSCorrelationID(_correlationId);
System.out.println("set priority to 8 for zero byte");
System.out.println("default priority is: " + message.getJMSPriority());
message.setJMSPriority(8);
System.out.println("after set priority is: " + message.getJMSPriority());
is not working in that when you look at the queue (IBM MQ series BTW) the message has a priority of 4. Even though my last call to message.getJMSPriority()); in the above code returns an 8.
I can successfully set the priority on the Queue object but I need to set it at the message level?
Many Thanks