We study dynamical phase transitions at temperature T = 0 in a fully frustrated square Josephson junction array subject to a driving current density which has nonzero components ix, iy parallel to both axes of the lattice. Our numerical results show clear evidence for three dynamical phases: a pinned vortex lattice characterized by zero time-averaged voltages vx t and vy t, a "plastic" phase in which both vx t and vy t are nonzero, and a moving lattice phase in which only one of the timeaverage voltage components is nonzero. The last of these has a finite transverse critical current: if a current is applied in the x direction, a nonzero transverse current density iy is required before vy t becomes nonzero. The voltage traces in the moving lattice phase are periodic in time. By contrast, the voltages in the plastic phase have continuous power spectra which are weakly dependent on frequency. This phase diagram is found numerically to be qualitatively unchanged by the presence of weak disorder. We also describe two simple analytical models which recover some, but not all, the characteristics of the three dynamical phases, and of the phase diagram calculated numerically. 74.60.Ge,74.50.+r,74.60.Jg