Very clearly documented by NZ at http://www.airnewzealand.com.au/checked-in-baggage

"•If you have a connecting flight on a separate ticket, your baggage cannot be through-checked. You will need to collect your baggage and check in for your separately ticketed flight" and FT experience shows that this is strictly enforced.

Rather ironically almost every other carrier you could fly NZ-Australia will interline with UA for you, even though they are not Star