Here are some links for websites re. ships to NZ:
Immigrant Ships to NZ - 1835 to 1910http://freepages.genealogy.rootsweb.ancestry.com/~shipstonz/...
Passenger ships & lists (see Australasia section)http://www.genuki.org.uk/big/Emigration.html
There is a message board for County Cavan where Ballyconnell is located. A volunteer might know of any existing church records, orphanage records, et al
to help you find out more about Ann Wilson.
County Cavan, Irelandhttp://boards.rootsweb.com/localities.britisles.ireland.cav....
Good luck in your research!