The following comes from a Eurocontrol document which can be found at
http://www.skybrary.aero/bookshelf/books/115.pdf
And quotes ICAO standard phraseology :
A distress call (situation where the aircraft requires immediate assistance) is prefixed: MAYDAY, MAYDAY, MAYDAY.
An urgency message (situation not requiring immediate assistance) is prefixed: PAN-PAN, PAN-PAN, PAN-PAN.
Make the initial call on the frequency in use, but if that is not possible squawk 7700 and call on 121.5.
Pan exists, has a meaning that most of us understand, it is not an urgent message, it is an urgency message meaning that the caller requires urgent attention (but not immediate assistance), pedantry I know but important. Neither Mayday nor Pan is "declared" they prefix a message of the relevant category. Luckily most Air Traffic Controllers, worldwide, are trained to be aware of ICAO standards and of the differences in their countries.
I am so sorry for the thread drift, I was enervated by the previous poster's assertions.