http://www.landtransport.govt.nz/roadco ... bouts.html
A-town, argue it, they are wrong.
"If you are going 'straight' through a roundabout:
*don't signal as you come up to the roundabout.
*signal left as you pass the exit before the one you wish to take. At some small roundabouts it may not be possible to give three seconds warning, but it is courteous to give as much indication as you can. "