If you want a RTM task list presented in your email client and your email client supports RSS feeds, then right click on the Atom link on your Tasks page in Remember The Milk and select Copy Link Address (or similar depending on your browser). Then head over to your email program and add an RSS news feed and paste in the link you just copied.

In your email program you should be able to configure the way the feed appears by setting the importance or colour coding the entries based on the priority contained in the message or setting a score or similar based on the priority. You should then sort the messages by the importance or score to show the priority. In Outlook you would do this using Rules (Tools menu), starting with a blank rule and setting up the rule to set the importance based on the "Priorty: x" text contained in the body of the entry.