how do I change priority after downloading has started?

Go to files tab, select files, right-click and use Priority menu.

Many thanks Pete - that worked!
PS In case there are people out there even more stupid than me, I would add that to get to the files tab, you seem to have to be in the Transfers main tab. Then select/highlight/click on the particular file you want to change. Then in the lower part of the screen, select the files tab. Then highlighting the file, right click and select priority. There you have the options.