We consider a system of rigid bodies subjected to unilateral constraints with soft contact and dry friction. When the constraints are saturated, velocity jumps may occur and the dynamics is described in generalized coordinates by a second-order measure differential inclusion for the unknown configurations. Observing that the right velocity obeys a minimization principle, a time-stepping algorithm is proposed. It allows to construct a sequence of approximate solutions satisfying at each time-step a discrete contact law which mimics the behaviour of the system in case of collision. In case of tangential contact, dry friction may lead to indeterminacies such as the famous Painlevé’s paradoxes. By a precise study of the asymptotic properties of the scheme, it is shown that the limit of the approximate trajectories exhibits the same kind of indeterminacies.