Why is New Zealand called 'New' Zealand?

I was booking a cruise to New Zealand for someone yesterday when he made a bit of a joke saying"when are they going to start calling it Zealand, it's not really new anymore".After dutifully chuckling for a second I did start thinking to myself, where is Zealand?
York and New York I get, I know Orleans and New Orleans even, but I'd never heard of Zealand; so where is it?
Well as it turns out there's no such place!