We performed small angle scattering experiments with synchrotron radiation to study the nano structure and the swelling behavior of NAFION polymer membranes in water-methanol under in situ measurement conditions, which are relevant for their use in direct methanol fuel cells. To retrieve structural information from the scattering data, we propose a model with discrete sandwich like structure elements for the nano structure of the cross-linked channel system within the membrane. They consist of a shell region and an embedded core region, the latter being either empty or flooded by water-methanol. In summary, the scattering data indicate, that this simple structure model is able to describe the swelling behavior of NAFION on a nanometer scale. During swelling we find a shrinking of the core region and a swelling of the shell region, which contains the side-chains of the NAFION molecule.