you must use add post meta data with the key being _thumbnail
$wp_filetype = wp_check_filetype($filename, null);
$attachment = array(
'post_mime_type' => $wp_filetype['type'],
'post_title' => $filename,
'post_content' => '',
'post_status' => 'inherit'
);
$attach_id = wp_insert_attachment( $attachment, $thumbnail, $post_id );
// you must first include the image.php file
// for the function wp_generate_attachment_metadata() to work
require_once(ABSPATH . 'wp-admin/includes/image.php');
$attach_data = wp_generate_attachment_metadata( $attach_id, $thumbnail );
wp_update_attachment_metadata( $attach_id, $attach_data );
// add featured image to post
add_post_meta($post_id, '_thumbnail_id', $attach_id);
I don’t think there is any way of doing it without setting a crontab on your server. There is another discussion about doing that in the wordpress support forum.
