Ricki Herbert claims World Cup group opponents Slovakia, Italy and Paraguay should underestimate New Zealand at their peril in South Africa.

The All Whites departed for the republic on Saturday ready for their first taste of the World Cup finals since 1982 and despite a last-gasp defeat to Australia in Melbourne, a decent build-up in Europe where they beat Serbia 1-0 and battled hard in a 3-1 loss to Slovenia has Herbert feeling buoyant.

"I think we're punching above our weight now and it's great. It's consistent. If anybody wants to take us lightly at the World Cup then good luck to them," he said.