Thanks to you both for your answers. I think I will take kaimanawa's suggestion and email NZ with my question and if the answer is 2 bags, bring a print out with me to the NAN airport.
Clarification: my outbound route is actually MSP>ORD>YVR>AKL>NAN and I will get 3 free bags because I check-in with United at MSP. My return is SYD>SFO>PHX>MSP and since first flight is UA, will also get 3 free bags. It is just the NAN>AKL>SYD portion where I might get hit with bag fees.
I could have taken a shorter route with paid flights, MSP>LAX>NAN, but where is the fun in that?
Thanks again