Upload image and set post thumbnail in one go?

Hello,

maybe I don’t get it, but how can I upload images and set one of them as the post thumbnail in one go.

As far as I can see, I open the new media manager and upload a photo and click on insert into post. Now the image is inserted and the manager-window is closed. To set a post thumbnail, I have to open the manager again, click on the link for setting the thumbnail, select an image and click on set as post thumbnail. Now the manger window closes again. This is quite inconvenient, but maybe I’m missing something.

How can I upload an image, insert it into the post and set it as post thumbnail in one go without opening the media manager twice?