Import data with images/thumbnails – xmlrpc or other way

Hello, i need to import some data from database with thumbnails, but i dont know, how i can do this.

What i need:
I have set some custom fields, activated the post thumbnails and so on, to create the post with postthumbnails manually – all works fine.
Now i want to import over 1000 datasets with images automatically.

What i have tried:
Through xmlrpc (metaweblog API) i can add a post and i can add a media object, but i’m not able to connect both elements. I dont know, how i can set the posthumbnail via xmlrpc. The newMediaObjects only returns url, file and type, but no attachment ID.

I hope someone knows an alternative working way, to add posts with thumbnails automatically.

Thanks alot, Daniel