What prompted him to ask was the discovery of historic items, flags and military badges, lying in a stable at the side of the club.
"What are these doing out here?" he asked. The president's reply was: well, that's where they are.
"I said, you give me that room, I will paint it, and give you a history room."
Mr Mulholland was agreeable. Like many other RSAs, the club's war memorabilia, such as it was, was confined to a cabinet. In Masterton's case, this was an old china cabinet, out in the foyer.
"We had this Anzac book, the rules of the club, and two medals -- that was it."
So Mr Hefferen started putting the room together.
"It started with the stable items, then the club's photos, then some materials of my own that I brought in.
"Then people started donating, loaning stuff, and away it went from there -- and it's still coming in," he says.
The museum opened in 2000.
What touches him is the generosity of people who contribute to the room. He is faithful to their contribution, making sure their names are on display beside their memento.
"Without them, I wouldn't be here."
He unrolls an embroidery received recently, of a 1915 soldier standing at attention with his rifle, calling it "an amazing piece work".
One of his favourite images is a David Colville-donated image, of a boy about six or seven years old, dressed in a relative's army uniform, with a cigarette in his mouth, and sporting a rifle taller than the boy, and a pistol -- and gumboots around the wrong way.
"It's gorgeous," he said.
Another story involves a particular Air Force cap on display lacking the right badge. When two visiting RNZAF airmen were in, fresh from a recruiting session at the town hall, Mr Hefferen pointed out the lack of a badge.
"They said, this place is great. I asked if they could source me a badge.
"That was two years ago, and I never heard anything, but, last night, I got a call. It was one of the airmen saying, I've got your badge, I'll post it up."
Mr Hefferen says he gets many offers of mementos, but they don't always come off.
"If it arrives, it arrives."
The majority of the collection is World War II, from people's fathers or grandfathers, but he has a reasonable WWI collection, a Korean War display cabinet with items donated by Colonel George Butcher, and military items dating back to the 19th century.
It's not just war mementos. In one cabinet is a silver trowel, reputed to have been used ceremonially to embed the cornerstone of the club building.
One item he especially loves is a 19th century metal waterproof matchstick holder, American made, which requires some thought as to how it opens. He has two of the clever devices, but reckons they were made in their thousands.
Mr Hefferen alternates items in the display cases, and uses the west wall as a kind of "theme wall". Because New Zealand is commemorating 100 years since WWI, the wall has items from the Great War, including the Gallipoli campaign.
A self-confessed museum-lover, Mr Hefferen says it should be the nature of museums to change, to give fresh views.
"I believe you have got to come into museum-like places two or three times, and think, 'Gee, I didn't see that last time.'"
Apart from the general admiration from visitors, he has a visitors' book for comments.
"People come from all over the place," he says, "Australia, UK, all over New Zealand."
He points to one entry in particular.
It's signed by a woman from Belgium, who has a farm at Passchendaele.
"She was telling me she has a barn on her farm, full up with war metal, shrapnel.
"They plough the paddocks, and still come across this ordinance."
When asked what he needs more of, he says mannequins would be useful.
"I get uniforms donated, but I haven't got enough mannequins to put them on."
An extra mannequin would be useful for a recent arrival, a pair of WWII bomber crew flight trousers. The trousers are weighty due to being made of leather and sheepskin fur.
It's not exactly a "walk in off the street" kind of museum, but Mr Hefferen regularly opens it up for club members on Wednesday afternoons, and can be called in on request. It is also opened on Anzac and Armistice Days, for people to admire.
"On Anzac Day, this place is full up.
"If the public are in the club, come and visit by all means.
"I open Wednesday's, but I'm on the phone, and only too willing to open the place up."
He used to be relaxed about people wandering through, but now supervises visits. The theft of a framed photo recently offends him deeply.
"To the person who removed a photo of mine of Corporal Willie Apiata VC, I would really like to see that come back."
