Jake White's men beat Australia in Perth on Saturday and are now just one win away from retaining the Tri-Nations title.
But they will have to beat the world's number one side if they want to become the first Bok team to defend the crown successfully.
If the All Blacks are victorious, a win for Graham Henry's side against Australia a week later will hand them the title.
The Boks are top of the table with 12 points after three matches, compared to the All Blacks' five points.
Australia are not in contention after three successive defeats.
Boks captain John Smit told the Beeld newspaper: "Our victory against Australia on Saturday put us in the position to play the 'final' in the Tri-Nations series against the All Blacks this weekend.
"We do not want to wait another week to see what will happen in the match between the All Blacks and the Wallabies.
"It is probably the worst thing in the world to wait and see if you are going to win the trophy. We must make sure we retain the title in our fourth and last match of this year's series against the All Blacks."
Coach White is excited at the prospect of taking on the All Blacks.
"This will be like nothing we have experienced before," White told the Cape Times.
"We are playing against the All Blacks in New Zealand for the world championship of rugby, a showdown between the number one and two sides in the IRB rankings.
"For us it is extra special because it is the All Blacks we are playing. They have been and always will be the ultimate foe for us.
"A victory will give us the Tri-Nations title, a victory for them will mean they claim the title as long as they beat Australia next week in Auckland. It will be a huge, huge week."
White said his youthful side must feed off the energy of the Test fever that will grip rugby-mad Dunedin.
He admitted he had minor doubts about his team's belief before the Perth match, and that had to change before Carisbrook.
"I looked around the changing room at the Subiaco Oval before the kick-off and in some of the guys' faces I could sense the belief that we would win was not quite there," he added.
"I don't blame them. I mean, we have 10 23-year-olds in that squad. So many well-known players had gone before and lost, so why should they be able to turn it around, they might have been thinking."
The Boks last won in New Zealand in 1998, where they beat the All Blacks 13-3 in Wellington - and won the Tri-Nations under Nick Mallett the same year.