Nelsen is getting ready to lead his country in their first appearance at the tournament since 1982, and they will take on defending champions Italy as well as Paraguay and Slovakia.
It will be a lot to ask for the All Whites to even make it out of their group, but Blackburn defender Nelsen has earmarked England as dark horses to win the whole competition and predicts that conditions in South Africa will be favourable for Capello's side.
"I just think it's England's time," Nelsen told the club's official website.
"My final is England-Spain or England-Brazil. Everyone laughs at me when I say it.
"The tournament is going to be played in winter, it could be wet, and they're conditions that England thrive in.
"Every other World Cup has been played in hot, humid conditions and England notoriously aren't very good in it.
"They're my dark horses to win it. I really hope England go all the way. Because I live there and have a lot of English friends I'd like them to do well."