With a tongue-in-cheek admission that he didn't play too much golf in the UK because of the weather, he said he'd headed to Spain for some practice.
"That didn't help at all, but I'm always pretty confident!"
Describing his golf prowess as "pretty ordinary", Warne said he was in "fine form" off the field.
"I'm hoping that if I continue in that vein, by the time Thursday comes around I could be in tremendous form on the golf course as well," he said.
McCullum and Border were unanimous in how terrified they were when it came to standing on the first tee on day one.
"I can't get over how nervewracking that is, more than any other time in sport," said Border. "I've definitely had some moments here I would rather forget. I'm not used to having people standing so close when I'm playing golf, there's every chance I'm going to whack one!"
And McCullum agreed. "We're all obviously incredible golf enthusiasts who can't wait to get out there, but all extremely anxious about standing on the first tee!"
Fleming said he was "very pleased" with the course change at Millbrook where the final hole is a par-3 coming onto a green in front of the historic Millhouse building.
With tongue firmly in cheek he declared that Millbrook was an anti-clockwise course so he planned to play it left-handed. Talking tactics, he said "It's a bit like the America's Cup where at some stage you've got to show your hand."
Coming back to the tournament for his fourth year in a row, Ricky Ponting said he was making it a family affair, with his dad as caddy and his brother also playing in the event.
"I always get out the calendar at the beginning of the year and book out this week in early March," he said.
"We're all here to have fun and stay out of the way of our pro's. We've got to be pretty mindful of what our pros are going through. We've all played in front of thousands of people, but this is a little bit out of our comfort zone."
The celebrity players were all unanimous in praising NZ Open chairman John Hart and director Michael Glading for inviting them to the event.
"We all love being part of this," said Warne. "We're all competitive people and we all want to play a lot better than we do. We're very grateful to be invited. John Hart and the team do a great job."
A total of 14 celebrity amateurs will play as part of the tournament's popular and successful Pro-Am format, including Grant Fox, Sir Russell Coutts, Japanese baseball star Masumi Kuwata, Olympian Tom Walsh, hockey player Ryan Archibald, Jeff Wilson, chef Josh Emett and Australian TV personality Kerri-Anne Kennerley.