Depending on the plastic, it is possible to convert a thermoplastic to a thermoset. The way to achieve this, is by linking the polymer chains in a thermoplastic to one-another and is called 'cross-linking'. Then, the chains cannot 'slide' along-side each other and will therefor become a thermoset. This means the plastic will not melt and start to degrade when the temperature becomes to high for the molecular bonds to hold.
Note that cross linking the polymer chains is a chemical reaction which needs certain functional molecules. When the thermoplastic chains have functional groups left to attach a 'cross linker' to, a bridge between two chains can be made. When the thermoplastic has no functional groups left however, it might never be possible to convert the thermoplastic into a thermoset.
Lastly, I would like to subscribe to the idea that there are no stupid questions (or blunders). Just people stupid enough not to ask them. Good job asking this one :)
Hope this helped!