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Directed Steiner problems are fundamental problems in Combinatorial Optimization and Theoretical Computer Science. An important problem in this genre is the k-edge connected directed Steiner tree (k-DST) problem. In this problem, we are given a directed graph G on n vertices with edge-costs, a root vertex r, a set of h terminals T and an integer k. The goal is to find a min-cost subgraph H subseteq G that connects r to each terminal t in T by k edge-disjoint r, t-paths. This problem includes as special cases the well-known directed Steiner tree (DST) problem (the case k=1) and the group Steiner tree (GST) problem. Despite having been studied and mentioned many times in literature, e.g., by Feldman et al. [SODA'09, JCSS'12], by Cheriyan et al. [SODA'12, TALG'14], by Laekhanukit [SODA'14] and in a survey by Kortsarz and Nutov [Handbook of Approximation Algorithms and Metaheuristics], there was no known non-trivial approximation algorithm for k-DST for k >= 2 even in a special case that an input graph is directed acyclic and has a constant number of layers. If an input graph is not acyclic, the complexity status of k-DST is not known even for a very strict special case that k=2 and h=2. In this paper, we make a progress toward developing a non-trivial approximation algorithm for k-DST. We present an O(D*k^{D-1}*log(n))-approximation algorithm for k-DST on directed acyclic graphs (DAGs) with D layers, which can be extended to a special case of k-DST on "general graphs" when an instance has a D-shallow optimal solution, i.e., there exist k edge-disjoint r, t-paths, each of length at most D, for every terminal t in T. For the case k=1 (DST), our algorithm yields an approximation ratio of O(D*log(h)), thus implying an O(log^3(h))-approximation algorithm for DST that runs in quasi-polynomial-time (due to the height-reduction of Zelikovsky [Algorithmica'97]). Our algorithm is based on an LP-formulation that allows us to embed a solution to a tree-instance of GST, which does not preserve connectivity. We show, however, ...