We consider unequal error-protection schemes obtained by two-level superposition coding. While the existing schemes implement superposition by means of linear modulations, we propose superposition implemented through continuous phase modulations (CPMs). In the considered scheme, unlike in the linearly-modulated ones, the transmitted signal has constant envelope and thus the system does not rely on the presence of expensive amplifiers. We investigate the potential of CPMs for multi-rate transmissions over channels impaired by additive white Gaussian noise. Particularly, we derive the relevant algorithm for maximum-a-posteriori symbol detection, evaluate the ultimate information rate, and design practical coding schemes that perform fairly close to the theoretical limits.