We investigate analytically and numerically the spatial structure of the non-equilibrium stationary states (NESS) of a point particle moving in a two dimensional periodic Lorentz gas (Sinai Billiard). The particle is subject to a constant external electric field E as well as a Gaussian thermostat which keeps the speed |v| constant. We show that despite the singular nature of the SRB measure its projections on the space coordinates are absolutely continuous. We further show that these projections satisfy linear response laws for small E. Some of them are computed numerically. We compare these results with those obtained from simple models in which the collisions with the obstacles are replaced by random collisions.Similarities and differences are noted.