How do I build a design matrix/cell for mvregress (multiple dependent variables) with categorical variables (binary)

I am trying to build a multivariate regression model with two continuous dependent variables and one categorical (binary) predictor. If I treat the predictor as if it was continuous I get ridiculous coefficient estimates, but I can't figure out how to create dummy variables within the cell that mvregress wants as its predictor. Any help gratefully received! Thanks