If the underlying property is a boolean, you simply need
<html:checkbox property="urgent" />
If you want to use
String values, use multibox
<html:multibox property="urgent" value="very" />
<html:multibox property="urgent" value="notvery" />
<html:multibox property="urgent" value="notatall" />
You'll also need to override the ActionForm's reset() method to set any properties related to checkboxes to their "unchecked" state.