Set Featured Image from Existing wp-content folder of images that contain the post ID

I am on day 2 of trying to solve this so I just thought I would just throw it out there.
I am using a tube plugin that creates posts as well as thumb images... problem is these thumb images are NOT set as Featured Images. I want "Featured Images" so I can use them elsewhere. I started manually adding Featured Images but then I got to thinking... Why can't I just use these same images that have already been created? After All they are already uploaded to my site:
These thumbs are the perfect size for what I need and even have the post ID that they correspond to in their title example: 3301_01.jpg (the 3301) being the post ID. So my friends please how can I automatically add these images as Featured Images? Can I create a plugin using <?php set_post_thumbnail( $post, $thumbnail_id ); ?> or something like that?