In this work we investigate the second-order response of complexes of formula Ni(Me(6)pzS(2))MX (M = Ni, Pd, Pt; X = Me(2)timdt (monoanion of N,N'-disubstituted imidazolidine-2,4,5-trithione), mnt (maleonitriledithiolate)): by binding the porphyrazine to the metal dithiolene, the electron asymmetry and pi-conjugation of the latter is increased, and its second-order response can result enhanced. By performing ab initio calculations of the ground-state and response properties of these compounds, we predict the molecular first hyperpolarizability, we elucidate its electronic origin, and we illustrate its dependence on the metal and the dithiolene ligand. Our study indicates that these complexes show a very high second-order response, comparable to that of organic "push-pull" materials, and that the appropriate metal-dithiolene combination can significantly enhance it.