"Obviously it's set up for a fantastic decider, which is great," captain Brendon McCullum said.
"We know they're going to come back stronger. It's in their nature to bounce back strongly, but we know some areas we can improve as well. There's still room to improve, a little bit of sharpness we can improve on."
Martin Guptill won the second match, with his terrific unbeaten 101, hitting a boundary off the final ball to complete twin missions: the team victory and the personal milestone of a maiden T20 century.
His runs came from 69 balls - 72 runs in boundaries - and he later revealed it was the first time he had repeatedly played the sweep shot in international cricket. In which case, more power to his stroke.
His head stayed down on his shot, as it has over the last few months. It is almost an exaggerated movement, or more accurately non-movement, and it's working a treat.
The Aucklander dominated 76 and 73-run stands with Rob Nicol and McCullum in the course of playing his most emphatic T20 international innings. He's done this sort of job before, for Auckland. The scale was dramatically different, as was the importance of the occasion.
He had the odd close shave and was dropped twice, one a steepler to Robin Peterson, but that happens and it's how you cash in on those moments. Guptill did in spades.
"I'm pretty proud of that effort. It's a very special moment," he said.
Coming off a dreadful opening performance in Durban on Saturday morning, New Zealand not only needed to win but also play with some heart, soul and brains.
McCullum wants to play a forthright brand of cricket, but even he conceded New Zealand's batsmen had got their wires crossed during their 86 all out at Durban.
"The key learning point for this team is we do want [to] play aggressive cricket and we can play aggressively with the skill-set we've got, but you do have to earn right up front," he said. That's what Guptill, Nicol and McCullum gave New Zealand.
Bowlers Mitchell McClenaghan, Nathan McCullum and, until his last over, Ronnie Hira, did good jobs during the South African innings.
McCullum will have had New Zealand's fielding in mind among fix-it jobs before tomorrow. Some was wholehearted and accurate, and Jimmy Neesham's diving catch just inside the long-off boundary was outstanding; some too sloppy by half.
South Africa have the odd problem, too. Opener Richard Levi, who plundered New Zealand in Hamilton last summer, can't hit the side of a house, and their bowling is a touch haphazard.
Expect speed kings Morne Morkel and Dale Steyn to both play tomorrow, and for South Africa's collective intensity to grow. All that makes it crucial New Zealand show there is more to this group than the ability to lift for occasional big days.
They should not accept narrow defeats.
Stiffer challenges await. But a win in Port Elizabeth will be a real achievement, and will show, despite the misgivings over the absences of Ross Taylor and Tim Southee that there is a bit about this young team.
South Africa v NZ
Third T20, Port Elizabeth, starts 4am tomorrow
South Africa
Faf du Plessis (c), Henry Davids, Richard Levi, Quinton de Kock, David Miller, Farhaan Behardien , Justin Ontong, Robin Peterson, Morne Morkel, Dale Steyn, Aaron Phangiso, Ryan McLaren, Rory Kleinveldt.
New Zealand
Brendon McCullum (c), Martin Guptill, Rob Nicol, Peter Fulton, Colin Munro, James Franklin, Corey Anderson, Jimmy Neesham, Nathan McCullum, Derek de Boorder, Ronnie Hira, Doug Bracewell, Trent Boult, Mitchell McClenaghan, Michael Bates.
Glorious Guptill
*Martin Guptill's 101 not out is the third T20 international century by a New Zealander, after Brendon McCullum's 123 against Bangladesh in Pallekele last September, and 116 not out against Australia in Christchurch in 2010.
*Nine T20 hundreds have been recorded. No country has more than New Zealand's three. Sri Lanka's two is next best.