Your guess is correct for k=1 and 2, but when k is bigger, things get more complicated. For instance, when k=n=3, N=19. For a summary of some known results, see:
http://www.ma.rhul.ac.uk/~elsholtz/WWW/papers/papers08harborth.pdfElsholtz, C. Lower Bounds For Multidimensional Zero Sums. Combinatorica 24, 351–358 (2004).