Getting Pension Money from USA to NZ

My family and I are moving to New Zealand at the end of this year. My retirement office tell me they cannot (will not) wire my pension directly to my NZ bank account. I must, apparently, have it direct deposited to a US bank and then "find a way" to have it wired to my NZ account. This must surely be something that someone else has done or is doing now. Has anyone out there moved to NZ and have a way to get their money to them without too much hassle or fees etc?
Please let me know. I would appreciate it.
AP