Initiating the gain process in a free-electron laser (FEL) from an external highly coherent source of radiation is a promising way to improve the pulse properties such as temporal coherence and synchronization performance in time-resolved pump-probe experiments at FEL facilities, but this so-called "seeding" suffers from the lack of adequate sources at short wavelengths. We report on the first successful seeding at a wavelength as short as 38.2 nm, resulting in GW-level, coherent FEL radiation pulses at this wavelength as well as significant second harmonic emission at 19.1 nm. The external seed pulses are about 1 order of magnitude shorter compared to previous experiments allowing an ultimate time resolution for the investigation of dynamic processes enabling breakthroughs in ultrafast science with FELs. The seeding pulse is the 21st harmonic of an 800-nm, 15-fs (rms) laser pulse generated in an argon medium. Methods for finding the overlap of seed pulses with electron bunches in spatial, longitudinal, and spectral dimensions are discussed and results are presented. The experiment was conducted at FLASH, the FEL user facility at DESY in Hamburg, Germany.