Section 3. Distress and Urgency Procedures
6−3−1. Distress and Urgency Communications
a. A pilot who encounters a distress or urgency condition can obtain assistance simply by contacting the air traffic facility or other agency in whose area of responsibility the aircraft is operating, stating the nature of the difficulty, pilot's intentions and assistance desired. Distress and urgency communica-tions procedures are prescribed by the International Civil Aviation Organization (ICAO), however, and have decided advantages over the informal procedure described above.
b. Distress and urgency communications proce-dures discussed in the following paragraphs relate to the use of air ground voice communications.
c. The initial communication, and if considered necessary, any subsequent transmissions by an aircraft in distress should begin with the signal MAYDAY, preferably repeated three times. The signal PAN−P AN should be used in the same manner for an urgency condition.
For the uninitiated, this is from the US AIM.
Obviously, this would be the document most pilots of an American RJ would be familiar with. Paragraph 6.3.1.a sums up our discussion quite nicely.