In that case you need to sort the inbox message collection in reverse date order and process the resulting list e.g.
Dim olItems As Outlook.Items
Dim olItem As Outlook.MailItem
Dim i As Long
'add the inbox content to the Items collection
Set olItems = Session.GetDefaultFolder(olFolderInbox).Items
'Sort the collection in reverse order
olItems.Sort "[Received]", False
'Process each message from last to first
For i = 1 To olItems.Count
Set olItem = olItems(i)
'Check if the message is unread
If olItem.UnRead = True Then
'Check if the subject contains one of the key words
If InStr(1, olItem.subject, "Urgent") > 0 Or _
InStr(1, olItem.subject, "Rush") > 0 Or _
InStr(1, olItem.subject, "Escalation") > 0 Then
'do something with olitem here
End If
End If
Next i