New Zealand recorded a historic four-wicket win over a fighting South Africa in a thrilling match to reach the final of the World Cup for the first time.
And McCullum said all the players involved in the match will remember the contest for their lives.
"South Africa gave as good as they got all day. It was a great advertisement for cricket. Everybody involved will remember this for the rest of their lives....(It is) the greatest time of our lives. We have enjoyed the experience. The crowds that have turned, the brand of cricket we have tried to play," McCullum said after the win at the Eden Park here today.
Asked what he was thinking at that time, the Kiwi skipper said, "Keep raining is what I thought when AB was going."
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"The way we kept giving it in the field, the way we bowled, we did good. Even with the bat. We wanted to hang in till the end. What a great innings from Grant (Elliott). He came out of wilderness not long ago."
Chasing a stiff target of 298 runs in 43 overs under the Duckworth/Lewis rule in the rain-curtailed game, New Zealand rode on Elliott's match-winning unbeaten 84 run knock to scamper home with one ball to spare.
Asked about his own fiery knock at the top, McCullum said, "We had to generate some sort of run-rate early, that is what we tried to go. Credit to South Africa the way they played tonight and throughout the tournament."
McCullum said his team was not thinking of any preferred rival from India and Australia, in Sunday's final at Melbourne.
"Hope the crowds are all dreaming the way we are. Getting it (World Cup) would be nice. We don't mind whom we face in the final. They are both quality sides, but we know if we play the way we want to we have a good chance. Really proud to represent New Zealand," he said.