Step 1: Use the condition for harmonic progression.
If \( \frac{1}{4}, a, b, \frac{1}{19} \) form a harmonic progression, their reciprocals \( 4, \frac{1}{a}, \frac{1}{b}, 19 \) form an arithmetic progression (A.P.). The common difference of the A.P. is:
\[
\frac{1}{a} - 4 = \frac{1}{b} - \frac{1}{a}
\]
Step 2: Solve for \( a \) and \( b \).
After solving this system of equations, we find that:
\[
a = \frac{1}{9}, \quad b = \frac{1}{14}
\]
Step 3: Conclusion.
The correct answer is (C) \( \frac{1}{9}, \frac{1}{14} \).