How are you trying to support this? It should be as simple as telling Windows that it is supported and then maintaining different packet queues in your driver. I don't think that there is any state information that is shared between different adapters.
What happens on the backend interface and beyond is pretty much beyond your control, but as long as they respect the priority tags it should be fine, and even if they don't at least you have transmitted the packets based on the priority so you've done your bit.
It is a requirement for NDIS6.0 driver when testing NDISTest
6.0(priority). Only a warning reported for NDIS5.1 driver.