I just tried it. Not only, did it not connect; but not my phone says NZ@McD is out of range.
Edit: Ok connected on my phone, But, nothing it happening. I can't connect to the chrome, f. ex. And Still getting a 003-2103 error on my 3DS.
You shouldn't be able to connect to NZ@McD on your phone unless you have the WPA key, on your 3DS you should just be able to connect to eShop and play Games online I believe won't work with 3DS browser and you don't need to add it too your connection list in your 3DS. Really NZ@McD should just run in the background so when your 3DS is asleep it gets Streetpasses and use your home network for when your playing games and things on your 3DS.