sorry, I missed that about switching to reserve... but, are you sure you're turning the petcock handle the correct way to put it on reserve and you're not actually turning it off?
The Off setting is pretty self-explanatory -- it shuts off fuel from the tank to the carburetors, and is how you want to leave the bike if it's going to sit for a long time. On the Ninja 250, this is when the long side of the valve handle is pointing straight back.