The All Blacks sit atop the table but have endured a campaign of mixed fortunes, splitting their opening four games with two wins and two defeats.
Back-to-back defeats, including a first loss to the Springboks on home soil in 10 years, threaten to put an early handbrake on their campaign. A 39-10 win over Australia last time out has helped to restore confidence, but Henry concedes his side still have lessons to learn under the new Experimental Law Variations.
"We apologised to the New Zealand nation after arriving back from the beating in Australia because we had been out-thought by Robbie Deans, who had a lot more experience at playing under the ELVs," he said.
"This is only our fourth game under the ELVs, and like the South Africans, we are learning. We got our heads together after Sydney, both the management and players, and we produced under pressure in the last game."
He added: "Our formula worked in the last match in Auckland and while it is true that you play the game that the type of opposition you face demands of you, I think that we have arrived at the type of rugby we would like to play."
He added: "But it is different when you play outside of New Zealand, we know that, and the big challenge for us is to make sure that we switch on for this game as we did for the last one.
"There was a lot of pressure on us in New Zealand, as there always is, but there is also pressure on us here as this is a pivotal game in the Tri-Nations."
Henry has named three changes from the team that was memorably beaten 30-28 by the Springboks in Dunedin last month, most notably the return of captain Richie McCaw from injury.
McCaw was inspirational in his side's victory over Australia in Auckland and will provide added nous to the All Blacks forward pack.
Behind them Jimmy Cowan will play at scrum-half while Brad Thorn is the other change after he was serving a one-game suspension for the Carisbrook defeat.