Luca Guerrieri and I have developed a Dynare compatible toolkit to solve models with occasionally binding constraints. The toolkit is available here
http://www2.bc.edu/matteo-iacoviello/research_files/occbin_20130531.zip
from my research webpage which is http://www2.bc.edu/matteo-iacoviello/research.htm
and contains extensive documentation and several example files, from models with ZLB to models with borrowing constraints to models with irreversible capital.
The background paper is here
http://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
Enjoy and comments welcome.
Matteo Iacoviello