Okay, since yoshi+yossi are taking extreme offense at halacha (as often happens around here when something doesn’t conform to someones American egalitarian Torah, 21st century edition), I did some quick research.
Mishna Horayos 3:7
A man has privilege over a woman, to be saved from death and to return his loss.
Rambam (on aforementioned Mishna):
You already know that men are obligated to keep all of the commandments while the women are obligated to keep only part of them, as is explained in Kiddushin (Mishna 1:7) and he is [thus] more sanctified and therefore the man’s life is saved first.
Shulchan Aruch, Yoreh Deah 252:8
And if they both [a man and a woman] are going to drown in a river, one should save the man first.