Heavy
Take it as a compliment that you are flying one of the finest airplanes ever built. And if you should forget to say it don't worry about it, US controllers are very nice to work with. They realize they work with you, they do not try to work against you like they do over here on a regular basis.
The "Heavy" is for wake turbulence reasons. The 757 is required to be classified as heavy because it flipped a Westwinf inverted on approach out in the mountains of the US somewhere. They determined the wake from the 757 was a lot stronger than the weight (I mean mass...or do I?) should indicate.