Well you have a few issues

Unless your users have local Admin rights on the system they can't run any of this. (if they do have local Admin rights then that is a no no as well)

Okay so let's suppose they do have local Admin rights. Well you can't use the RUN command because basically that tries to run each command one after the other without waiting for the first to finish. You should use the SHELL command so that it waits.

On your command for CHKDSK - that needs input which you did not supply so basically it will run that but never complete (unless the user sees it and is able to press the Y key for it).

Here is a method you can use to supply that command.
 Code:
CMD /C ECHO Y|CHKDSK C: /F


Without using SAGESET I'm not sure you can use the SAGERUN command like that.
How to Automate the Disk Cleanup Tool in Windows XP

The Shutdown command switch is a forward slash / not a hyphen -

Basically what happens is that it sees the CHKDSK command but can't finish it as it's waiting for input,
then it sees and runs CLEANMGR, but then it gets the DEFRAG command but because CLEANMGR is running it may be too high of CPU and Disk utilization already at this point so it can't do much.
Then it gets the SHUTDOWN command, but basically all these commands happen within seconds of each other so you're luck you don't actually cause some type of data corruption.

Try using SHELL for each and input the CHKDSK as shown and hopefully all should be okay.

Now think about how to manage this without the user needing to be an Admin.