You might want to look at code in Lib/Rabbit4000/Peripherals/PWM.LIB. In particular, pwm_set() looks like it will configure PWL0R with an interrupt priority.
Since you can't read back the PWL0R register, you'd use the address its "shadow" register (&PWL0RShadow) as the second parameter to WrPortI(). So something like:
// set ISR priority
WrPortI(PWL0R, &PWL0RShadow, PWL0RShadow | 0x02);
You could also use BitWrPortI() to change a single bit.
Edit: That answer covers Dynamic C 10 and the Rabbit 4000 or later. The pwm_set() function in Dynamic C 9 doesn't allow setting an interrupt level because the original Rabbit 3000 didn't have that feature. You may be able to copy some of the pwm_set() code from Dynamic C 10 for use within Dynamic C 9.
Make sure your board has a Rabbit 3000A processor (UL2T or UZ2T marking instead of IL1T/IZ1T). I'd think that anything sold in the last 15 years would have the old revision 0 version of the 3000 chip.