But, with only three balls gone, Kyle Mills persuaded South African test skipper Graeme Smith to nick the fourth to first slip. They'd scored three runs but one for 3 would have been cheering indeed, especially with the prized scalp of Smith.
The ball went high to Rob Nicol at first slip. He got both hands up to a high but not particularly difficult chance - which went through those same hands. It will add fuel to the critics who wonder how Nicol is holding down a place at present but it was a real dampener for the Kiwis' chances of turning their fortunes round.
It looked even worse two overs later, when left-armer McClenaghan caught the pads of the other opener, Hashim Amla, in front of his wickets. The umpire gave him not out and the Black Caps then talked themselves out of referring the appeal upstairs. TV replays then showed it would have been out.
This comparatively sunken-chested South African ODI side is a far cry from the bulging biceps of the test combination (with only six of those test players and no Jacques Kallis, Morne Morkel or Vernon Philander), so the wickets of Smith and Amla were vital.
Mills made up for it when trapping Amla - one of the world's form batsmen - LBW and the Proteas were 25 for one off five overs. Shortly afterwards, McClenaghan had revenge - trapping Smith with a straight one, bringing one-day captain AB de Villiers to the crease.
Just as shortly afterwards, de Villiers was gone, to an almost identical McClenaghan delivery. Three wickets, three LBWs and suddenly the Black Caps were thinking that this cricket lark could actually be fun after all. Especially McClenaghan, with two for 13 off six overs in his first spell in his ODI debut.
Unfortunately McClenaghan couldn't bowl all the time. The noose the Black Caps had begun to tighten with some good fielding started to loosen a bit when off-spinner Nathan McCullum and left-armer James Franklin came on. McCullum's fourth over went for 12, with left hander Colin Ingram hitting a big six over the bowler's head.
McCullum showed his worth, however, with a fine running over-the-shoulder catch to dismiss Ingram going for another big hit. Brother Brendon was working the bowling changes well - bringing on another debutant, Jimmy Neesham, with the fall of the wicket and with the arrival at the crease of 19-year-old debutant wicketkeeper Quinton de Kock.
They missed a run out chance when a wayward delivery by Neesham led to an accident-prone scramble by batsmen and fielders but, when they arrived at the 25-over mark, South Africa were only 98 for four; de Kock and Faf du Plessis constrained by Neesham and particularly part-time off-spinner Kane Williamson.
Then another blooper. McClenaghan got the edge, de Kock steering it to Martin Guptill at slip - who dropped it. At 104 for five off 27 overs, with a longish, inexperienced tail exposed, the Saffies would have been truly suffering.
As it was, Nathan McCullum came to the rescue again. His previous catch was over the shoulder, running away from the pitch; this one running forward to a mishit by de Kock and diving into the ball - fine skills. In the 30th over, South Africa were 119 for five.
Du Plessis was the South African rock, underpinning a careful probing of the New Zealand bowlers without too many risky shots before the batting power play.
Mills was taken for 13 runs off one over with Ryan McLaren beginning to lift the pace. These two stiffened the South African resistance, increasing the run rate with 33 runs off three overs as they came into the 40th over, with du Plessis bringing up his 50 off 66 balls.
Williamson had McLaren caught behind when it looked suspiciously as though no edge had been achieved - but maybe the Black Caps' luck is changing. McClenaghan had Robin Peterson LBW, du Plessis was caught trying to chip over the infield and Rory Kleinveldt hit three sixes off one Mills over in the ninth wicket partnership before holing out as South Africa sought to get what they could in the last five overs.
At the time of going to press, there was an unusual sensation when you looked at the Black Caps. It was a feeling they could win ...
- Herald on Sunday