I've built a Wordpress site up with thousands of posts where I've inserted images using the traditional method into the post content itself.

I'm now moved to a different theme, and have made the first image for each post the featured image (which I want to keep), but I now would like to remove the first image from the_content.

I have found that I can remove the first image (with or without captions) on the fly by instead of using the_content(), doing this:

PHP Code:
echo preg_replace("/\[caption .+?\[\/caption\]|\< *[img][^\>]*[.]*\>/i","",get_the_content(),1); 

Is there some way I can run this command on the database to actually remove those images?

Thanks for any pointers