You are talking about a DVD that you purchased.
Two completely different things.
In relation to obtaining a Netflix or US itunes account from NZ it isn't illegal as far as I am aware. The content is still being paid for. Sure you are circumventing their restrictions but they are still being paid for supplying the service.
Yes, you can buy DVDs from the States, however without a legitimate NZ Classification on it, you cannot legally sell it here.
For Netflix, there is still a massive argument, whether using VPN is classified using software to circumvent region locking(ie being available in the US not here)
But anyway, that's slightly off topic(well sort of on, sort of off) so I'll be quiet now