Even the straight-talking New Zealand midfield veteran Simon Elliott, one of the All White standouts in this remarkable campaign, has conceded that the South American style has proved troublesome over the years.
So this is the lie of the land going into tomorrow morning's make-or-break final Group F match in Polokwane - at the 41,000 capacity Peter Mokaba Stadium - 300km northeast of Johannesburg.
Compared to the wider initial expectations, although not those of an always confident All Whites squad, the mission has already been accomplished.
Having reached this point though, there will be a mix of pride and disappointment should the final hurdle prove to high.
There are many scenarios for qualification, linked to the match in Johannesburg between the other Group F teams, Italy and Slovakia.
In simple terms, a New Zealand victory will assure it of a place in the last 16.
All Paraguay needs is a draw, and maybe - although not likely - not even that.
If it progresses, New Zealand will face a team from Group E, where two from Holland, Denmark and Japan will survive the cut in matches later tomorrow morning.
What is it about Paraguay that has always made observers worried about New Zealand's chances?Its players definitely have a strong spirit, are also physically strong, and can move the ball around quickly.
At Nelspruit, in the final warm-up match, New Zealand struggled against the speed of Chile's game, although when its best possible combination was on the field - and Ryan Nelsen was missing on that sunny, vibrant day - it held the Chileans out.
What was surprising however was the way Chile, a short side, nullified New Zealand's height advantages with its athleticism.
Rory Fallon found himself rooted to the spot as smallish men flew high.
It was a rather bizarre sight.
How the match evolves tomorrow will be fascinating.
There may come a time when the All Whites must launch all-out attack if they are to finish in the top two of the group.
With that will come obvious dangers.
In other words, this is no straight football match, but a game that fits into a wider picture.
Among the subplots are the continuing concerns that Fallon, the tall target man who is central to the way Ricki Herbert's side goes about its business, is walking a fine line with the referees.
The general tone out of the All Whites is that Fallon was hard done by against Italy, where he drew a yellow card and was eventually withdrawn to ensure the All Whites kept 11 men on the field and the striker survived to play Paraguay.
But Fallon often swings his arms about, ostensibly to get lift off, but there is no doubt an element of intimidation to it.
Having protected him once, it makes sense that they have suggested to the hard headed striker that he tone down his act, whatever the public utterances.
Chris Killen is no angel in this department either, and as the match between South Africa and France showed, the referees are prepared to go a shade deeper than yellow on the matter.
The All Whites can have no complaint either, because they have been forewarned.
Better to err on the side of caution, and Fallon has to avoid getting an early yellow card if he is to remain effective later in the match.
In fact a card at any point in the game would count him out of any quantum leap into the last 16.
What an enthralling prospect this match is, a place of dreams, and going on what we have seen so far, one with the potential for high drama.
For that is what great sport is all about, and for a small football nation, winning cannot be everything in this sort of company.
Paraguay, one of the poorest South American countries, has found football aid through building stronger links with Argentina.
Coach Gerardo Martino is Argentinian, and striker Lucas Barrios is among a handful of the players born there.
It has areas of tremendous experience, including captain and goalkeeper Justo Villari, among his country's most capped players, and striker Roque Santa Cruz, near the top of their goalscoring chart.
In qualification, Paraguay finished in the thick of things near the top of the table, surrounded by Brazil, Chile and Argentina.
Fine company, in other words.
Just as New Zealand is enjoying a day in the football sun, so is Paraguay, with a team its supporters believe will take them further than ever before.
Nelsen's men have victory in them, without a doubt, but if pressed, I would predict another draw for the All Whites and that Italy will easily account for Slovakia, and join Paraguay in the last 16.
All Whites v Paraguay
Polokwane, tomorrow 2am
Possible line-ups
New Zealand: Mark Paston; Winston Reid, Ryan Nelsen(captain), Tommy Smith; Leo Bertos, Simon Elliott, Ivan Vicelich, Tony Lochhead; Shane Smeltz, Rory Fallon, Chris Killen.
Paraguay: Justo Villari (captain); Carlos Bonet, Paulo Da Silva, Antolin Alcaraz, Claudio Morel; Enrique Vera, Victor Caceres, Cristian Riveros; Lucas Barrios, Roque Santa Cruz, Nelson Valdez.
