The basic idea is that if your sprints are short enough (2-weeks in my example) the urgent request can be addressed in the next sprint. It is really difficult to justify breaking a sprint that is short, just to add a new requirement. 3 and 4 week sprints are also common in some places, and I would guess they do run into this problem. For longer sprints, you can always swap “equivalent” stories. What I mean is if you use points to estimate stories, you can only add a 5-point story if you remove a 5-point story.