israel, there are different ways to train muscles "by thought".
In one way, you'd visualize the movement without actually moving/flexing anything. I've read in the popular media that this "training" does have some effect - although much less than the real thing. The reason would be that thinking of a movement somehow makes the nervous system more efficient in recruiting muscles. However, as a rehab approach, this is worthless, because it doesn't create any physiological stimulus in your hurt shoulder.
The other way is actually flexing the muscles, and then you're not talking about mere thought, but antagonistic resistance - you move in one direction against the resistance of antagonist muscles. As far as I know, it has been shown that this kind of training does have some modest effects (again, less than the real thing), but for rehabilitation it could work great because you have much more control over the resistance at specific points of ROM. Definitely worth a try.
A more conventional form of rehab training which also works without external loads is "manual resistance" (google for this term) where you use your other limb to apply the necessary resistance. This is used by professional athletes (where the resistance is applied by physiotherapists, of course) and definitely not a sham.
If you're interested in this kind of training, check out the following link: http://www.angelfire.com/ny5/shenandoah/OBB/OBB.html
Scroll down and have a look at the exercise descriptions.